January 23rd, 2007, 10:34 am
Hi Schizoidman,I think Brandimarte's book is usefull if you want to start using MATLAB for financial application.On the other hand I've never had the Sudent's version of MatLab so I don't know if there you can find all the functions used in the book's examples, but I know that this book stems from lectures Brandimarte gave "in a Master's course on numerical methods for finance, aimed at graduate students in economics, and in an optimization course aimed at students in industrial engineering", so it's a textbook for students.The main topics of the book are: Optimization theory, MC simulation, and finite difference for pde. Final chapters are dedicated to examples of the application of each of these three methodology. Intial chapter can be skipped if your both confident with finance and numerical methods.Chiara