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Computational Finance. MATLAB oriented modeling

version 1.0.3 (2.04 MB) by Francesco Cesarone
Chapter-by-Chapter MATLAB codes related to the book "Computational Finance. MATLAB oriented modeling"


Updated 07 Feb 2020

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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 (2021). 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,

Comments and Ratings (8)

yongguang zhou

Ataliba Miguel

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.

Francesco Cesarone

Dear Adam, thank you so much for your comment!
My book is a co-edition between Routledge and Giappichelli (
While Routledge is engaged for the International distribution, Giappichelli, which deals with distribution in Italian universities, has already released my book in January 2020 (
Let me know if you need anything else.
All the best,

Adam Campos

Great functions, is the book still pre-publishing? I couldn't seem to buy it.

Giuseppe Stemperini

Andrea Amodeo

Lorenzo Rendina

riccardo manfredi

MATLAB Release Compatibility
Created with R2019b
Compatible with any release
Platform Compatibility
Windows macOS Linux
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