Numerical Techniques in Finance

Numerical Techniques in Finance
Author: Simon Benninga
Publisher: MIT Press
Total Pages: 260
Release: 1989
Genre: Business & Economics
ISBN: 9780262521413

Deals with corporate finance and portfolio problems

Numerical Techniques for Global Atmospheric Models

Numerical Techniques for Global Atmospheric Models
Author: Peter H. Lauritzen
Publisher: Springer Science & Business Media
Total Pages: 570
Release: 2011-03-29
Genre: Mathematics
ISBN: 364211640X

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.

A First Course in Numerical Methods

A First Course in Numerical Methods
Author: Uri M. Ascher
Publisher: SIAM
Total Pages: 574
Release: 2011-07-14
Genre: Mathematics
ISBN: 0898719976

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

Numerical Techniques

Numerical Techniques
Author: Dr. J. S. Chitode
Publisher: Technical Publications
Total Pages: 638
Release: 2021-01-01
Genre: Technology & Engineering
ISBN: 9333224033

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 Methods in Economics

Numerical Methods in Economics
Author: Kenneth L. Judd
Publisher: MIT Press
Total Pages: 657
Release: 2023-04-04
Genre: Business & Economics
ISBN: 0262547740

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.

Numerical Methods for Two-Point Boundary-Value Problems

Numerical Methods for Two-Point Boundary-Value Problems
Author: Herbert B. Keller
Publisher: Courier Dover Publications
Total Pages: 417
Release: 2018-11-14
Genre: Mathematics
ISBN: 0486828344

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.

Introduction to Numerical Methods

Introduction to Numerical Methods
Author: Aniruddha Mitra
Publisher: Cognella Academic Publishing
Total Pages:
Release: 2016-07-29
Genre:
ISBN: 9781516500154

Written for sophomore-level students in mechanical engineering programs and designed to give them the math preparation they need to succeed in higher level mechanical engineering courses, Introduction to Numerical Methods incorporates theory and worked-out engineering-related problems that apply that theory, as well as relevant laboratory exercises. Ideally suited to one-semester, three-credit, problem solving session-based courses, the book covers errors in computation, rounding and chopping, solving equations with numerical techniques, matrixes and vectors, and complex numbers. The material also includes an introduction to optimization, linear programming problems, and instruction in probability and statistics. It should be noted that many of the exercises in the book suggest the use of a Ti-83 calculator, and that tips for using this calculator successfully are integrated into the text. Introduction to Numerical Methods is a well-organized, useful addition to undergraduate course work in engineering programs, especially in the mechanical discipline.

Mathematical Modeling and Numerical Techniques in Drying Technology

Mathematical Modeling and Numerical Techniques in Drying Technology
Author: Ian Turner
Publisher: CRC Press
Total Pages: 696
Release: 1996-09-19
Genre: Science
ISBN: 148229219X

Offers information necessary for the development of mathematical models and numerical techniques to solve specific drying problems. The book addresses difficult issues involved with the drying equations of numerical analysis, including mesh generation, discretinization strategies, the nonlinear equation set and the linearized algebraic system, convergance criteria, time step control, experimental validation, optimum methods of visualization results, and more.

Numerical Methods in Scientific Computing

Numerical Methods in Scientific Computing
Author: Germund Dahlquist
Publisher: SIAM
Total Pages: 742
Release: 2008-01-01
Genre: Mathematics
ISBN: 0898717787

This new book from the authors of the classic book Numerical methods addresses the increasingly important role of numerical methods in science and engineering. More cohesive and comprehensive than any other modern textbook in the field, it combines traditional and well-developed topics with other material that is rarely found in numerical analysis texts, such as interval arithmetic, elementary functions, operator series, convergence acceleration, and continued fractions. Although this volume is self-contained, more comprehensive treatments of matrix computations will be given in a forthcoming volume. A supplementary Website contains three appendices: an introduction to matrix computations; a description of Mulprec, a MATLAB multiple precision package; and a guide to literature, algorithms, and software in numerical analysis. Review questions, problems, and computer exercises are also included. For use in an introductory graduate course in numerical analysis and for researchers who use numerical methods in science and engineering.