Ebook: Numerical methods in finance and economics: a MATLAB-based introduction

Motivation -- Financial theory -- Basics of numerical analysis -- Numerical integration : deterministic and Monte Carlo methods -- Finite difference methods for partial differential equations -- Convex optimization -- Option pricing by binomial and trinomial lattices -- Option pricing by Monte Carlo methods -- Option pricing by finite difference methods -- Dynamic programming -- Linear stochastic programming models with recourse -- Non-convex optimization.