Paolo Brandimarte
Quantitative Methods: An Introduction for Business Management
Hardcover - 912 pages (April 2011)
John Wiley & Sons, New York
ISBN: 978-0-470-49634-3
| Paolo
Brandimarte |
| Full Professor - Quantitative methods in finance and logistics |
Tel. +39-011-0907532
Fax +39-011-0907599
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.
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Paolo Brandimarte |
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Paolo Brandimarte, Giulio Zotteri |
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Paolo Brandimarte |
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Book reviews (pdf files):
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Paolo Brandimarte, Giulio Zotteri |
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Paolo Brandimarte |
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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 |
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Paolo Brandimarte, Agostino Villa (editors) |
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Paolo Brandimarte, Agostino Villa |
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Paolo Brandimarte, Agostino Villa |
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Paolo Brandimarte, Agostino Villa (editors) |