Featuring international contributors from both industry and academia, Numerical Methods for Finance explores new and relevant numerical methods for the solution of practical problems in finance. It is one of the
Numerical Methods and Optimization in Finance presents such computational techniques, with an emphasis on simulation and optimization, particularly so-called heuristics. This book treats quantitative analysis as an essentially computational discipline in which applications are put into software form and tested...
practitionerssolverelevantproblemsinfinance,suchasportfoliomanagementandderivativespricing.This tutorialisusefulinconnectingtheorywithpracticeintheapplicationofclassicalnumericalmethodsand advancedmethods,whileillustratingunderlyingalgorithmicconceptsinconcreteterms. NewlyfeaturedintheSecondEdition: ...
Numerical Methods in Finance with C++_Maciej J. Capi´ nski and Tomasz Zastawniak 热度: 1 Introduction to Tensor Calculus and Continuum Mechanics.pdf 热度: Introduction To Tensor Calculus and Continuum Mechanics 热度: 相关推荐 NumericalMethodsinContinuumMechanics2000,LiptovskýJán,Slovak...
UTCHEM comprises a chemical compositional simulator competent of simulating various c-EOR methods with facility of generating up to four phases (gas, oil, aqueous and microemulsion), can account chemical reactions and the complex phase behavior and utilizes high order numerical concepts for accurateness...
Financial Numerical Recipes in C++: Applications in Finance (Bernt Arne Odegaard) The Mirror Site (1) - PDF The Mirror Site (2) - PDF More C++ Source Code for the BookSimilar Books: Numerical Methods for Finance (Maciej J. Capinski) This book explores new and relevant numerical methods...
With Mathematica code. Finance Press, Newport Beach, CA, 2000. [6] Sin, C. Complications with stochastic volatility models. Adv. Appl. Probab. 30 (1998), 256–268. [7] Thom´ee, V. Finite difference methods for linear parabolic equations, in Handbook of Numerical Analysis, eds. P. G...
Finance::irr($values); // Rate of return of an initial investment of $100 with returns of $50, $40, and $30 // Modified internal rate of return $finance_rate = 0.05; // 5% financing $reinvestment_rate = 0.10; // reinvested at 10% $mirr = Finance::mirr($values, $finance_rate)...
2 The Zig-Zag sampler The Zig-Zag sampler is an MCMC algorithm designed for drawing samples from a probability measure π(x) with a smooth density on X = Rd . In the same vein as methods like HMC, the Zig-Zag sampler operates on an extended state space where the position variable x ...
Numerical Methods in Finance and Economics A MATLAB …:数值方法在金融和经济学的MATLAB… 热度: Numerical Methods in Meteorology and Oceanography:在气象学和海洋学的数值方法 热度: Numerical Methods for ODE in MATLAB - Department of :常微分方程数值方法在MATLAB系 ...