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.
Francesco Cesarone (2021). 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
Great book just by reading through the Overview contents. I have gone already downloaded the companion software and will strive to have the book off my shelf to follow closely the examples. I plan to get a grasp on finance being an engineer myself and that is a good start... Thanks Francesco.
Dear Adam, thank you so much for your comment!
My book is a co-edition between Routledge and Giappichelli (https://www.routledge.com/Routledge-Giappichelli-Studies-in-Business-and-Management/book-series/RGSBM).
While Routledge is engaged for the International distribution, Giappichelli, which deals with distribution in Italian universities, has already released my book in January 2020 (https://www.giappichelli.it/computational-finance).
Let me know if you need anything else.
All the best,
Great functions, is the book still pre-publishing? I couldn't seem to buy it.
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