Numerical methods in finance : (Record no. 346924)

000 -LEADER
fixed length control field 01818 a2200181 4500
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
International Standard Book Number 0471396869 (hardcover)
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
International Standard Book Number 9780471396864 (hardcover)
082 04 - DEWEY DECIMAL CLASSIFICATION NUMBER
Classification number 332.0151
090 ## - LOCALLY ASSIGNED LC-TYPE CALL NUMBER (OCLC); LOCAL CALL NUMBER (RLIN)
-- 4481
-- 4481
100 1# - MAIN ENTRY--PERSONAL NAME
Personal name Brandimarte, Paolo.
245 10 - TITLE STATEMENT
Title Numerical methods in finance :
Remainder of title a matlab-based introduction /
Statement of responsibility, etc. Paolo Brandimarte.
250 ## - EDITION STATEMENT
Edition statement 1st ed.
260 ## - PUBLICATION, DISTRIBUTION, ETC.
Place of publication, distribution, etc. [S.l.] :
Name of publisher, distributor, etc. Wiley-Interscience,
Date of publication, distribution, etc. 2001.
300 ## - PHYSICAL DESCRIPTION
Extent 416 p. ;
Dimensions 24 cm.
520 ## - SUMMARY, ETC.
Summary, etc. Balanced coverage of the methodology and theory of numerical methods in finance Numerical Methods in Finance bridges the gap between financial theory and computational practice while helping students and practitioners exploit MATLAB for financial applications. Paolo Brandimarte covers the basics of finance and numerical analysis and provides background material that suits the needs of students from both financial engineering and economics perspectives. Classical numerical analysis methods; optimization, including less familiar topics such as stochastic and integer programming; simulation, including low discrepancy sequences; and partial differential equations are covered in detail. Extensive illustrative examples of the application of all of these methodologies are also provided. The text is primarily focused on MATLAB-based application, but also includes descriptions of other readily available toolboxes that are relevant to finance. Helpful appendices on the basics of MATLAB and probability theory round out this balanced coverage. Accessible for students–yet still a useful reference for practitioners–Numerical Methods in Finance offers an expert introduction to powerful tools in finan
856 ## - ELECTRONIC LOCATION AND ACCESS
Materials specified Amazon.com
Uniform Resource Identifier <a href="http://www.amazon.com/exec/obidos/ASIN/0471396869/chopaconline">http://www.amazon.com/exec/obidos/ASIN/0471396869/chopaconline</a>
942 ## - ADDED ENTRY ELEMENTS (KOHA)
Institution code [OBSOLETE] NBS
Koha item type Book
Call number prefix 332.0151 BRA
Holdings
Withdrawn status Lost status Damaged status Not for loan Permanent Location Current Location Date acquired Total Checkouts Full call number Barcode Date last seen Date last checked out Price effective from Koha item type
        Central Library (CL) Central Library (CL) 08/28/2013 1 332.0151 BRA NBS7144 11/22/2017 07/25/2017 08/28/2013 Book
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