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5,0 von 5 Sternen

am 7. November 2012
I really recommend this book. It is very clear for the reader that lacks numerical backgrounds, yet it provides thorough description of the main numerical techniques used for pricing derivative contracts. I particularly benefited from the chapters on numerical integration and Monte Carlo simulation.
The book also provides matlab codes with associated explanation in details of the use in financial practice.
It is also very clear for those who are not so familiar with financial theory, as the first part of the book is entirely devoted on presenting the basics in asset pricing and the main matlab function from the financial toolbox.
I could not find a better introduction to numerical methods in finance.
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