最近在学matlab,可惜都是针对理工科的,想找一本针对金融应用的matlab的书
手里有一本An Introduction to Financial Mathematics with MATLAB,其中好像有一个imf工具箱,不知道哪里有。
请高手指导一下,有没有关于matlab在金融方面的应用的书,电子版与纸版皆可。
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(1)
Paolo Brandimarte, Numerical Methods in Finance... a Matlab-based Introduction, Wiley, 2002.
(2) Not Matlab based
Author
Published
(3) (Not Matlab based, but the author gives concise algorithm which is useful for any programmer)
Tools for Computational Finance, Rudiger Seydel, 2ed, Springer, 2004 New York ; Chichester : Wiley, 2002
(4) (I have used ever some parts of this book and found it useful, at least for my purpose)
Paul Glasserman, 2004, Monte Carlo methods in financial Engineering, Springer
[此贴子已经被作者于2006-4-20 6:50:44编辑过]