Paolo Brandimarte
Full Professor - Quantitative methods in finance and logistics

Dipartimento di Scienze Matematiche
Politecnico di Torino
Corso Duca degli Abruzzi 24
10129 Torino, ITALY

Contact information:
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
Handbook in Monte Carlo Simulation: Applications in Financial Engineering, Risk Management, and Economics
Hardcover - 688 pages (April 2014)
John Wiley & Sons, New York
ISBN: 978-0-470-53111-2

Things you can do:


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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

Things you can do:


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Paolo Brandimarte, Giulio Zotteri
Introduction to Distribution Logistics
Hardcover - 587 pages (August 2007)
John Wiley & Sons, New York
ISBN: 978-0-471-75044-4

Things you can do:


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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:

Book reviews (pdf files):


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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)


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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:

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


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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)


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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)


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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)