目目录(内容来自亚马逊)
1. Introduction
I. Fundamentals
2. Numerical Analysis in a Nutshell
3. Linear Equations and Least-Squares Problems
4. Finite Difference Methods
5. Binomial Trees
II Simulation
6. Generating Random Numbers
7. Modelling Dependencies
8. A Gentle Introduction to Financial Simulation
9. Financial Simulation at Work:
Some Case Studies
III Optimization
10. Optimization Problems in Finance
11. Basic Methods
12. Heuristic Methods in a Nutshell
13. Portfolio Optimization
14. Econometric Models
15. Calibrating Option Pricing Models