Computational Finance. MATLAB oriented modeling

Chapter-by-Chapter MATLAB codes related to the book "Computational Finance. MATLAB oriented modeling"
1.5K Downloads
Updated 7 Feb 2020

View License

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.

Cite As

Francesco Cesarone (2024). Computational Finance. MATLAB oriented modeling (https://www.mathworks.com/matlabcentral/fileexchange/73917-computational-finance-matlab-oriented-modeling), MATLAB Central File Exchange. Retrieved .

Francesco Cesarone (2020), Computational Finance. MATLAB oriented modeling, Routledge-Giappichelli Studies in Business and Management, ISBN 978-0-367-49303-5, https://www.giappichelli.it/computational-finance

MATLAB Release Compatibility
Created with R2019b
Compatible with any release
Platform Compatibility
Windows macOS Linux
Categories
Find more on Financial Toolbox in Help Center and MATLAB Answers
Tags Add Tags

Community Treasure Hunt

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

Start Hunting!

MATLABsolutions/PartI/Ch1

MATLABsolutions/PartII/Ch2

MATLABsolutions/PartII/Ch3

MATLABsolutions/PartII/Ch4

MATLABsolutions/PartIII/Ch5

MATLABsolutions/PartIII/Ch6

Version Published Release Notes
1.0.3

I added more information to purchase the book

1.0.2

More details on the book

1.0.1

MATLABsolutions.zip contains all the solutions to the exercises proposed in the book

1.0.0