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Exercises in Computational Mathematics with MATLAB

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Release : 2014-09-02
Genre : Mathematics
Kind : eBook
Book Rating : 11X/5 ( reviews)

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Book Synopsis Exercises in Computational Mathematics with MATLAB by : Tom Lyche

Download or read book Exercises in Computational Mathematics with MATLAB written by Tom Lyche. This book was released on 2014-09-02. Available in PDF, EPUB and Kindle. Book excerpt: Designed to provide tools for independent study, this book contains student-tested mathematical exercises joined with MATLAB programming exercises. Most chapters open with a review followed by theoretical and programming exercises, with detailed solutions provided for all problems including programs. Many of the MATLAB exercises are presented as Russian dolls: each question improves and completes the previous program and results are provided to validate the intermediate programs. The book offers useful MATLAB commands, advice on tables, vectors, matrices and basic commands for plotting. It contains material on eigenvalues and eigenvectors and important norms of vectors and matrices including perturbation theory; iterative methods for solving nonlinear and linear equations; polynomial and piecewise polynomial interpolation; Bézier curves; approximations of functions and integrals and more. The last two chapters considers ordinary differential equations including two point boundary value problems, and deal with finite difference methods for some partial differential equations. The format is designed to assist students working alone, with concise Review paragraphs, Math Hint footnotes on the mathematical aspects of a problem and MATLAB Hint footnotes with tips on programming.

Computational Mathematics

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Release : 2003-09-17
Genre : Mathematics
Kind : eBook
Book Rating : 474/5 ( reviews)

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Book Synopsis Computational Mathematics by : Robert E. White

Download or read book Computational Mathematics written by Robert E. White. This book was released on 2003-09-17. Available in PDF, EPUB and Kindle. Book excerpt: Computational Mathematics: Models, Methods, and Analysis with MATLAB and MPI explores and illustrates this process. Each section of the first six chapters is motivated by a specific application. The author applies a model, selects a numerical method, implements computer simulations, and assesses the ensuing results. These chapters include an abunda

Mathematical Modeling And Computation In Finance: With Exercises And Python And Matlab Computer Codes

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Release : 2019-10-29
Genre : Business & Economics
Kind : eBook
Book Rating : 962/5 ( reviews)

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Book Synopsis Mathematical Modeling And Computation In Finance: With Exercises And Python And Matlab Computer Codes by : Cornelis W Oosterlee

Download or read book Mathematical Modeling And Computation In Finance: With Exercises And Python And Matlab Computer Codes written by Cornelis W Oosterlee. This book was released on 2019-10-29. Available in PDF, EPUB and Kindle. Book excerpt: This book discusses the interplay of stochastics (applied probability theory) and numerical analysis in the field of quantitative finance. The stochastic models, numerical valuation techniques, computational aspects, financial products, and risk management applications presented will enable readers to progress in the challenging field of computational finance.When the behavior of financial market participants changes, the corresponding stochastic mathematical models describing the prices may also change. Financial regulation may play a role in such changes too. The book thus presents several models for stock prices, interest rates as well as foreign-exchange rates, with increasing complexity across the chapters. As is said in the industry, 'do not fall in love with your favorite model.' The book covers equity models before moving to short-rate and other interest rate models. We cast these models for interest rate into the Heath-Jarrow-Morton framework, show relations between the different models, and explain a few interest rate products and their pricing.The chapters are accompanied by exercises. Students can access solutions to selected exercises, while complete solutions are made available to instructors. The MATLAB and Python computer codes used for most tables and figures in the book are made available for both print and e-book users. This book will be useful for people working in the financial industry, for those aiming to work there one day, and for anyone interested in quantitative finance. The topics that are discussed are relevant for MSc and PhD students, academic researchers, and for quants in the financial industry.Supplementary Material:Solutions Manual is available to instructors who adopt this textbook for their courses. Please contact [email protected].

Numerical Computing with MATLAB

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Release : 2010-08-12
Genre : Computers
Kind : eBook
Book Rating : 608/5 ( reviews)

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Book Synopsis Numerical Computing with MATLAB by : Cleve B. Moler

Download or read book Numerical Computing with MATLAB written by Cleve B. Moler. This book was released on 2010-08-12. Available in PDF, EPUB and Kindle. Book excerpt: A revised textbook for introductory courses in numerical methods, MATLAB and technical computing, which emphasises the use of mathematical software.

Computational Partial Differential Equations Using MATLAB

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Release : 2008-10-20
Genre : Mathematics
Kind : eBook
Book Rating : 056/5 ( reviews)

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Book Synopsis Computational Partial Differential Equations Using MATLAB by : Jichun Li

Download or read book Computational Partial Differential Equations Using MATLAB written by Jichun Li. This book was released on 2008-10-20. Available in PDF, EPUB and Kindle. Book excerpt: This textbook introduces several major numerical methods for solving various partial differential equations (PDEs) in science and engineering, including elliptic, parabolic, and hyperbolic equations. It covers traditional techniques that include the classic finite difference method and the finite element method as well as state-of-the-art numerical

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