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The book contains more than 100 examples and exercises, together with MATLAB codes providing the solution for each of them. 本书的路线图如下。 The road map of the book is as follows. 第一章介绍了应用于简单微积分和金融问题的程序设计、数值计算和可视化的MATLAB语言和开发环境。 Chapter 1 is devoted to an introduction to the MATLAB language and development environment, for programming, numerical calculation and visualization applied to simple calculus and financial problems. 第二章介绍概率论和统计学的基本概念,尽量简化讨论。 Chapter 2 introduces basic concepts in probability and statistics, simplifying as much as possible the discussion. 第三章讨论了主要的约束优化模型,主要讨论了如何识别所处理的问题类型,以及如何在MATLAB中实现和求解。 Chapter 3 deals with the main constrained optimization models, mainly focusing on recognizing the type of problems treated, and how to implement and solve them in MATLAB. 在第四章中,我们讨论了投资组合优化,提供了几种主要基于风险收益分析的投资组合选择模型。 In Chapter 4 we address Portfolio Optimization, providing several portfolio selection models mainly based on risk-gain analysis. 第五章介绍了一些概率工具,这些工具在第六章中被用来描述三种定价衍生方法。 Chapter 5 presents some probabilistic tools which are used in Chapter 6 for describing three methodologies to price derivatives. 更多精彩文章请关注公众号: |
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