Textbook

Numerical Methods in Finance and Economics: A MATLAB-Based Introduction, 2nd Edition

ISBN: 978-0-471-74503-7

Hardcover

696 pages

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Numerical Methods in Finance and Economics: A MATLAB-Based Introduction, 2nd Edition (0471745030) cover image

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reorganization in order to make adoption in financial engineering courses easier.
advanced optimization methods are illustrated in later chapter (10, 11, 12), together with applications.
first chapter to provide motivation and chapter 2 on financial theory has been enlarged and improved to provide better background for engineers (not familiar with finance) and to appeal a little more to economists.
chapter on numerical integration (which was part of the old chapter on numerical analysis) which also includes the old chapter on Monte Carlo.
new chapter on binomial and trinomial lattices, which were dealt with superficially in the first edition.
new appendix on AMPL (an algebraic language to describe optimization models) in order to better illustrate the optimization models in chapters 11 and 12.