05489nam 2200709 450 991014341880332120170815123428.01-118-62557-91-280-72159-697866107215970-470-08049-30-470-08048-5(CKB)1000000000354979(EBL)281840(OCoLC)123961492(SSID)ssj0000212847(PQKBManifestationID)11178619(PQKBTitleCode)TC0000212847(PQKBWorkID)10159909(PQKB)10816996(MiAaPQ)EBC281840(MiAaPQ)EBC4037034(EXLCZ)99100000000035497920160617h20062006 uy 0engur|n|---|||||txtccrNumerical methods in finance and economics a MATLAB-based introduction /Paolo Brandimarte2nd ed.Hoboken, New Jersey :Wiley Interscience,2006.©20061 online resource (697 p.)Statistics in practiceRev. ed. of: Numerical methods in finance. 2002.0-471-74503-0 Includes bibliographical references and index.Numerical Methods in Finance and Economics: A MATLAB-Based Introduction; Contents; Preface to the Second Edition; From the Preface to the First Edition; Part I Background; 1 Motivation; 1.1 Need for numerical methods; 1.2 Need for numerical computing environments: why MATLAB?; 1.3 Need for theory; For further reading; References; 2 Financial Theory; 2.1 Modeling uncertainty; 2.2 Basic financial assets and related issues; 2.2.1 Bonds; 2.2.2 Stocks; 2.2.3 Derivatives; 2.2.4 Asset pricing, portfolio optimization, and risk management2.3 Fixed-income securities: analysis and portfolio immunization2.3.1 Basic theory of interest rates: compounding and present value; 2.3.2 Basic pricing of fixed-income securities; 2.3.3 Interest rate sensitivity and bond portfolio immunization; 2.3.4 MATLAB functions to deal with fixed-income securities; 2.3.5 Critique; 2.4 Stock portfolio optimization; 2.4.1 Utility theory; 2.4.2 Mean-variance portfolio optimization; 2.4.3 MATLAB functions to deal with mean-variance portfolio optimization; 2.4.4 Critical remarks; 2.4.5 Alternative risk measures: Value at Risk and quantile-based measures2.5 Modeling the dynamics of asset prices2.5.1 From discrete to continuous time; 2.5.2 Standard Wiener process; 2.5.3 Stochastic integrals and stochastic differential equations; 2.5.4 Ito's lemma; 2.5.5 Generalizations; 2.6 Derivatives pricing; 2.6.1 Simple binomial model for option pricing; 2.6.2 Black-Scholes model; 2.6.3 Risk-neutral expectation and Feynman-Kac formula; 2.6.4 Black-Scholes model in MATLAB; 2.6.5 A few remarks on Black-Scholes formula; 2.6.6 Pricing American options; 2.7 Introduction to exotic and path-dependent options; 2.7.1 Barrier options; 2.7.2 Asian options2.7.3 Lookback options2.8 An outlook on interest-rate derivatives; 2.8.1 Modeling interest-rate dynamics; 2.8.2 Incomplete markets and the market price of risk; For further reading; References; Part II Numerical Methods; 3 Basics of Numerical Analysis; 3.1 Nature of numerical computation; 3.1.1 Number representation, rounding, and truncation; 3.1.2 Error propagation, conditioning, and instability; 3.1.3 Order of convergence and computational complexity; 3.2 Solving systems of linear equations; 3.2.1 Vector and matrix norms; 3.2.2 Condition number for a matrix3.2.3 Direct methods for solving systems of linear equations3.2.4 Tridiagonal matrices; 3.2.5 Iterative methods for solving systems of linear equations; 3.3 Function approximation and interpolation; 3.3.1 Ad hoc approximation; 3.3.2 Elementary polynomial interpolation; 3.3.3 Interpolation by cubic splines; 3.3.4 Theory of function approximation by least squares; 3.4 Solving non-linear equations; 3.4.1 Bisection method; 3.4.2 Newton's method; 3.4.3 Optimization-based solution of non-linear equations; 3.4.4 Putting two things together: solving a functional equation by a collocation method3.4.5 Homotopy continuation methodsA state-of-the-art introduction to the powerful mathematical and statistical tools used in the field of financeThe use of mathematical models and numerical techniques is a practice employed by a growing number of applied mathematicians working on applications in finance. Reflecting this development, Numerical Methods in Finance and Economics: A MATLAB?-Based Introduction, Second Edition bridges the gap between financial theory and computational practice while showing readers how to utilize MATLAB?--the powerful numerical computing environment--for financial applications.The autStatistics in practice.FinanceStatistical methodsEconomicsStatistical methodsElectronic books.FinanceStatistical methods.EconomicsStatistical methods.332.0151515.0285536Brandimarte Paolo283971Brandimarte Paolo283971MiAaPQMiAaPQMiAaPQBOOK9910143418803321Numerical methods in finance and economics881548UNINA03096nam 2200613 450 991078885160332120180613001309.01-4704-0503-2(CKB)3360000000465081(EBL)3114219(SSID)ssj0000889036(PQKBManifestationID)11566323(PQKBTitleCode)TC0000889036(PQKBWorkID)10875980(PQKB)11329378(MiAaPQ)EBC3114219(RPAM)15072356(PPN)195417860(EXLCZ)99336000000046508120071106h20082008 uy| 0engur|n|---|||||txtccrLimit theorems of polynomial approximation with exponential weights /Michael I. GanzburgProvidence, Rhode Island :American Mathematical Society,[2008]©20081 online resource (178 p.)Memoirs of the American Mathematical Society,0065-9266 ;number 897Description based upon print version of record.0-8218-4063-0 Includes bibliographical references (pages 155-159) and index.""Contents""; ""Chapter 1. Introduction""; ""1.1. A Brief Review""; ""1.2. Results and Organization of the Monograph""; ""1.3. Basic Notation and Some Preliminaries""; ""1.4. Classes of Weights and Basic Estimates""; ""1.5. Acknowledgements""; ""Chapter 2. Statement of Main Results""; ""2.1. Limit Theorems of Polynomial Approximation with Exponential Weights""; ""2.2. Approximation of Entire Functions of Exponential Type""; ""2.3. Polynomial Inequalities in the Complex Plane""; ""Chapter 3. Properties of Harmonic Functions""; ""3.1. The Poisson Integral Re H(w)""""3.2. The Function h(r) and the Constant b[sub(n)]""""3.3. The Functions Ï?(r) and Ï?[sub(1)](r)""; ""3.4. The Main Estimate for Re H(w)""; ""Chapter 4. Polynomial Inequalities with Exponential Weights""; ""4.1. Nikolskii-type Inequalities""; ""4.2. Extremal Polynomials""; ""4.3. Polynomial Inequalities in the Complex Plane""; ""4.4. Proofs of Theorems 2.3.1 and 2.3.2""; ""Chapter 5. Entire Functions of Exponential Type and their Approximation Properties""; ""5.1. Entire Functions of Exponential Type""; ""5.2. Approximation Properties of Entire Functions of Exponential Type""Memoirs of the American Mathematical Society ;no. 897.Functions, EntireApproximation theoryPotential theory (Mathematics)Fourier analysisFunctions, Entire.Approximation theory.Potential theory (Mathematics)Fourier analysis.510 s515/.98Ganzburg Michael I.1948-1565962MiAaPQMiAaPQMiAaPQBOOK9910788851603321Limit theorems of polynomial approximation with exponential weights3836130UNINA00905cam0 2200265 450 E60020004559120240607075122.088-14-14400-120090220d2009 |||||ita|0103 baitaITCompendio di diritto aeronauticoRocco Lobiancocon la collaborazione di Mauro Carretta ... [et al.]MilanoGiuffrè[2009]XV, 322 p.24 cmLobianco, RoccoA600200052878070606634Carretta, MauroA600200052879070ITUNISOB20240607RICAUNISOBUNISOB340142328E600200045591M 102 Monografia moderna SBNM340007006Si142328acquistopomicinoUNISOBUNISOB20090220114644.020240607075122.0rovitoCompendio di diritto aeronautico42277UNISOB