手里现在拿着第一和第二版 (第一版书名没有"and economics")该书, 不知道如何扫描, 复印第二版(全部700页左右)估计要花40到50美刀. 第

二版去年10月份才出品, 现在把随书程序上传.

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

ISBN: 978-0-471-74503-7
Hardcover
696 pages
September 2006
Preface to the Second Edition.

目录
From the Preface to the First Edition.

PART I. BACKGROUND.

1. Motivation.

2. Financial Theory.

PART II. NUMERICAL METHODS.

3. Basics of Numerical Analysis.

4. Numerical Integration: Deterministic and Monte Carlo Methods.

5. Finite Difference Methods for Partial Differential Equations.

6. Convex Optimization.

PART III. PRICING EQUITY OPTIONS.

7. Option Pricing by Binomial and Trinomial Lattices.

8. Option Pricing by Monte Carlo Methods.

9. Option Pricing by Finite Difference Methods.

PART IV. ADVANCED OPTMIZATION MODELS AND METHODS.

10. Dynamic Programming.

11. Linear Stochastic Programming Models with Recourse.

12. Non-Convex Optimization.

PART V. APPENDICES.

Appendix A. Introduction to MATLAB Programming.

Appendix B. Refresher on Probability theory and Statistics.

Appendix C. Introduction to AMPL.

Index.

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