Paolo Brandimarte

Paolo Brandimarte

Full Professor - Quantitative methods in finance and logistics

Dipartimento di Sistemi di Produzione ed Economia dell'Azienda
Politecnico di Torino
Corso Duca degli Abruzzi 24
10129 Torino, ITALY

Contact information:

Tel. +39-011-5647275
Fax +39-011-5647299
email: paolo.brandimarte AT polito.it

This is the home page of various books I have published over the years, as author, coauthor or coeditor (some in Italian).
The page is work in progress, so please check for updates.

NOTE: apparently, I have written HTML code which is fine with Netscape Navigator, whereas visualization with Microsoft Explorer is not quite correct. However, all links are there anyway.

Paolo Brandimarte
Numerical methods in finance and economics: a MATLAB-based introduction
Hardcover - 696 pages, 2nd Edition (October 2006)
John Wiley & Sons, New York
ISBN: 0471745030

Things you can do:

Order the book from Amazon.com here
Order the book from Wiley here
Download the table of contents (pdf file)
Download a zipped archive containing the source code for the MATLAB programs listed in the book

Paolo Brandimarte, Giulio Zotteri
Logistica di distribuzione
Softcover - 401 pagine (Settembre 2004)
CLUT, Torino
ISBN: 88-7992-192-4

Per vedere prefazione e indice (file in formato pdf)

E' anche disponibile l'errata corrige (file in formato pdf, versione del 14/10/2006)

Paolo Brandimarte
Numerical methods in finance: a MATLAB-based introduction
Hardcover - 416 pages, 1st edition (October 12, 2001)
John Wiley & Sons, New York
ISBN: 0471396869

Things you can do:

Order the book from Amazon.com here
Order the book from Wiley here
Download the table of contents (pdf file)
Download a zipped archive containing the source code for the MATLAB programs listed in the book

The following is a list of available supplements to be used in conjunction with the book. They include a list of errata and a set of additional examples. For each supplement a PDF file is provided and, possibly, a set of m-files including the relevant MATLAB code.

Supplement description	Downloadable files
List of errata (this update: August 14th, 2002)	Errata-v4.PDF
An additional note on importance sampling: this is (hopefully) an improvement over the explanation given on page 230 of the book. Posted: January 2, 2002.	ImpSamp.PDF
A counter-example to antithetic sampling: pricing an option with a non-monotonic payoff. Posted: January 3, 2002.	AntSamp.PDF MCButterfly.m MCAVButterfly.m
A short note on approximate dynamic programming and pricing American-style options by Monte Carlo simulation. Posted: August 29, 2002. (ExampleLS.m replicates example 1 of the original paper by Longstaff and Schwartz)	AmericanMC.pdf LongstaffSchwartz.m GenPathsA.m GenericLS.m BuildHandles.m ExampleLS.m

Paolo Brandimarte, Agostino Villa (editors)
Modeling manufacturing systems:
from aggregate planning to real-time control
Hardcover - 215 pages (1999)
Springer Verlag, Berlin
ISBN: 3-540-65500-X

Paolo Brandimarte, Agostino Villa
Advanced models for manufacturing systems management
Hardcover - 409 pages (1995)
CRC Press; ISBN 0-8493-8332-3

Download the table of contents (pdf file)

Paolo Brandimarte, Agostino Villa
Gestione della produzione industriale
Softcover - 196 pagine (1995)
UTET Libreria, Torino - ISBN: 88-7750-357-8

E' disponibile l'errata corrige (file in formato pdf)

Paolo Brandimarte, Agostino Villa (editors)
Optimization models and concepts in production management
Hardcover - 329 pages (1995)
Gordon & Breach Science Publishers
ISBN: 2-88449-020-5

Download the table of contents (pdf file)