Numerical Techniques in Finance

Numerical Techniques in Finance PDF Author: Simon Benninga
Publisher: MIT Press
ISBN: 9780262521413
Category : Business & Economics
Languages : en
Pages : 260

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Book Description
Deals with corporate finance and portfolio problems

Numerical Techniques in Finance

Numerical Techniques in Finance PDF Author: Simon Benninga
Publisher: MIT Press
ISBN: 9780262521413
Category : Business & Economics
Languages : en
Pages : 260

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Book Description
Deals with corporate finance and portfolio problems

Numerical Methods that Work

Numerical Methods that Work PDF Author: Forman S. Acton
Publisher: American Mathematical Soc.
ISBN: 147045727X
Category : Mathematics
Languages : en
Pages : 580

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Book Description


Numerical Techniques for Global Atmospheric Models

Numerical Techniques for Global Atmospheric Models PDF Author: Peter H. Lauritzen
Publisher: Springer Science & Business Media
ISBN: 364211640X
Category : Mathematics
Languages : en
Pages : 570

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Book Description
This book surveys recent developments in numerical techniques for global atmospheric models. It is based upon a collection of lectures prepared by leading experts in the field. The chapters reveal the multitude of steps that determine the global atmospheric model design. They encompass the choice of the equation set, computational grids on the sphere, horizontal and vertical discretizations, time integration methods, filtering and diffusion mechanisms, conservation properties, tracer transport, and considerations for designing models for massively parallel computers. A reader interested in applied numerical methods but also the many facets of atmospheric modeling should find this book of particular relevance.

Numerical Methods for Two-Point Boundary-Value Problems

Numerical Methods for Two-Point Boundary-Value Problems PDF Author: Herbert B. Keller
Publisher: Courier Dover Publications
ISBN: 0486828344
Category : Mathematics
Languages : en
Pages : 417

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Book Description
Elementary yet rigorous, this concise treatment is directed toward students with a knowledge of advanced calculus, basic numerical analysis, and some background in ordinary differential equations and linear algebra. 1968 edition.

Numerical Methods for Scientists and Engineers

Numerical Methods for Scientists and Engineers PDF Author: Richard Wesley Hamming
Publisher:
ISBN:
Category : Electronic digital computers
Languages : en
Pages : 444

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Book Description


Python Programming and Numerical Methods

Python Programming and Numerical Methods PDF Author: Qingkai Kong
Publisher: Academic Press
ISBN: 0128195509
Category : Technology & Engineering
Languages : en
Pages : 482

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Book Description
Python Programming and Numerical Methods: A Guide for Engineers and Scientists introduces programming tools and numerical methods to engineering and science students, with the goal of helping the students to develop good computational problem-solving techniques through the use of numerical methods and the Python programming language. Part One introduces fundamental programming concepts, using simple examples to put new concepts quickly into practice. Part Two covers the fundamentals of algorithms and numerical analysis at a level that allows students to quickly apply results in practical settings. - Includes tips, warnings and "try this" features within each chapter to help the reader develop good programming practice - Summaries at the end of each chapter allow for quick access to important information - Includes code in Jupyter notebook format that can be directly run online

A First Course in Numerical Methods

A First Course in Numerical Methods PDF Author: Uri M. Ascher
Publisher: SIAM
ISBN: 0898719976
Category : Mathematics
Languages : en
Pages : 574

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Book Description
Offers students a practical knowledge of modern techniques in scientific computing.

Numerical Techniques

Numerical Techniques PDF Author: Dr. J. S. Chitode
Publisher: Technical Publications
ISBN: 9333224033
Category : Technology & Engineering
Languages : en
Pages : 639

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Book Description
The book comprises of various numerical methods and their implementation with C-language and MATLAB. Basics of C-programming are covered in first chapter. Basics of errors in computation, number representation and its impact on errors is covered in second chapter. Various types of errors, their propagation, analysis and estimation is also covered in this chapter. Roots of transcendental equations are covered in third chapter. Birge-vieta method, Bairstow method, Bisection method, Secant method, Regula Falsi, Newton Raphson methods are discussed in detail. Fourth chapter focuses mainly on solution of simultaneous linear equations. Graphical, matrix inversion, substitution, Gauss' elimination, Gauss Jordan, LU decomposition, Gauss Seidel methods are discussed with the help of numerical examples. Curve fitting is discussed in fifth chapter. Finite differences operators, finite differences, Newton's forward and backward difference interpolation, divided differences interpolation, Lagrange’s interpolation, inverse interpolation, least squares approximation are presented. Numerical differentiation and integration is given in sixth and seventh chapter. Simpson's and trapezoidal rules of integration are presented. Solution of ordinary differential equations is given in eighth chapter. Taylor series, Picard’s methods, Euler's RK methods, Predictor corrector methods, boundary value problems and eigen value problems are also presented. Last chapter deals with unconstrained and constrained optimization. All the methods are implemented using C-program and some of them with MATLAB. Large number of solved and unsolved examples are also given.

Numerical Techniques for Chemical and Biological Engineers Using MATLAB®

Numerical Techniques for Chemical and Biological Engineers Using MATLAB® PDF Author: Said S.E.H. Elnashaie
Publisher: Springer Science & Business Media
ISBN: 0387681671
Category : Mathematics
Languages : en
Pages : 595

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Book Description
This interdisciplinary book presents numerical techniques needed for chemical and biological engineers using Matlab. The book begins by exploring general cases, and moves on to specific ones. The text includes a large number of detailed illustrations, exercises and industrial examples. The book provides detailed mathematics and engineering background in the appendixes, including an introduction to Matlab. The text will be useful to undergraduate students in chemical/biological engineering, and in applied mathematics and numerical analysis.

Numerical Methods in Economics

Numerical Methods in Economics PDF Author: Kenneth L. Judd
Publisher: MIT Press
ISBN: 0262547740
Category : Business & Economics
Languages : en
Pages : 657

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Book Description
To harness the full power of computer technology, economists need to use a broad range of mathematical techniques. In this book, Kenneth Judd presents techniques from the numerical analysis and applied mathematics literatures and shows how to use them in economic analyses. The book is divided into five parts. Part I provides a general introduction. Part II presents basics from numerical analysis on R^n, including linear equations, iterative methods, optimization, nonlinear equations, approximation methods, numerical integration and differentiation, and Monte Carlo methods. Part III covers methods for dynamic problems, including finite difference methods, projection methods, and numerical dynamic programming. Part IV covers perturbation and asymptotic solution methods. Finally, Part V covers applications to dynamic equilibrium analysis, including solution methods for perfect foresight models and rational expectation models. A website contains supplementary material including programs and answers to exercises.