Computational Finance. MATLAB oriented modeling

Chapter-by-Chapter MATLAB codes related to the book "Computational Finance. MATLAB oriented modeling"
1,5K download
Aggiornato 7 feb 2020

Visualizza la licenza

The book contains more than 100 examples and exercises, together with MATLAB codes providing the solution for each of them. The road map of the book is as follows. Chapter 1 is devoted to an introduction to the MATLAB language and development environment, for programming, numerical calculation and visualization applied to simple calculus and financial problems. Chapter 2 introduces basic concepts in probability and statistics, simplifying as much as possible the discussion. Chapter 3 deals with the main constrained optimization models, mainly focusing on recognizing the type of problems treated, and how to implement and solve them in MATLAB. In Chapter 4 we address Portfolio Optimization, providing several portfolio selection models mainly based on risk-gain analysis. Chapter 5 presents some probabilistic tools which are used in Chapter 6 for describing three methodologies to price derivatives.

Cita come

Francesco Cesarone (2024). Computational Finance. MATLAB oriented modeling (, MATLAB Central File Exchange. Recuperato .

Francesco Cesarone (2020), Computational Finance. MATLAB oriented modeling, Routledge-Giappichelli Studies in Business and Management, ISBN 978-0-367-49303-5,

Compatibilità della release di MATLAB
Creato con R2019b
Compatibile con qualsiasi release
Compatibilità della piattaforma
Windows macOS Linux
Scopri di più su Financial Toolbox in Help Center e MATLAB Answers
Tag Aggiungi tag

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!







Versione Pubblicato Note della release

I added more information to purchase the book


More details on the book

1.0.1 contains all the solutions to the exercises proposed in the book