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schizoidman
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Joined: September 21st, 2005, 7:17 pm

Question about Brandimarte's Matlab text

January 19th, 2007, 3:09 pm

Hi,Is there any point in purchasing this book if one is using the Student version of Matlab? I recall reading that this book assumes that one has all the Matlab toolboxes - optimization, financial - and the Student version does not.Can anyone recommend a good Matlab book that does not require this?Thanks,Schiz
 
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Andrew
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Question about Brandimarte's Matlab text

January 19th, 2007, 9:36 pm

Can we also assume that the reader has not purchased student copies of optimization, financial, and derivatives to go with the student MATLAB? I found the book to be good in bridging from concept to code, something missing from many, many books. You might not be able to follow along with the programs if you're missing the toolboxes, but you'll get the idea.
 
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Cuchulainn
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Question about Brandimarte's Matlab text

January 20th, 2007, 8:13 am

QuoteOriginally posted by: Andrew I found the book to be good in bridging from concept to codeWhere is the starting point (concept)? Is this the algorithm to code mapping that is motivated or is it more? One of the issues when debugging code is how easy is it to see the algorithm in the code.
 
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cfornarola
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Question about Brandimarte's Matlab text

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
 
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pauldrei

Question about Brandimarte's Matlab text

January 23rd, 2007, 12:45 pm

Dear AllOn a related subject: Brandimarte has another book concerning Matlab and Finance:"Numerical Methods in Finance and Economics: A MATLAB-Based Introduction, 2nd Edition"Does anybody have any experience with this one?High regardsPauldrei
 
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WilmottBookshop
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Question about Brandimarte's Matlab text

January 23rd, 2007, 3:24 pm

Numerical Methods in Finance and Economics is available from the Wilmott Bookshop at a competitive price.