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Economics and Finance
 
An Introduction to Market Risk Measurement  Update Link / Bad Link
By Kevin Dowd. Written for students in finance, this book provides an introduction to value at risk (VaR) and expected tail loss (ETL). The book is a student-oriented version of Measuring Market Risk (ISBN 0-471-52174-4). Topics covered include parametric and nonparametric risk estimation, simulation, numerical methods, liquidity risks, stress testing, and model risk. MATLAB and the Statistics Toolbox are used to solve numerous application examples throughout the book.

http://www.mathworks.com/support/books/book4320.jsp?category=4&language=-1
Submitted Feb 09, 2004
Applied Computational Economics and Finance  Update Link / Bad Link
By Mario J. Miranda & Paul L. Fackler. Written for advanced undergraduate students, graduate students, and practicing economists, this book discusses methods for applying numerical methods and solving dynamic stochastic models in economics and finance. Topics covered include complementarity methods, finite-dimensional optimization, dynamic programming, rational expectations, and arbitrage pricing models in discrete and continuous time. MATLAB is used throughout the book to solve numerous real-world application examples. In addition, a MATLAB primer is included in an appendix.

http://www.mathworks.com/support/books/book4516.jsp?category=4&language=-1
Submitted Feb 09, 2004
Updated Sep 29, 2006
Black-Scholes and Beyond: Options Pricing Models  Update Link / Bad Link
This book is aimed at the MBA student, advanced undergraduate, and practitioner who want to delve into the details of option pricing models but wish to avoid a highly mathematical treatment. The book is replete with precise examples used to explain every theory in the book. Hundreds of graphs and diagrams, all developed in MATLAB, illustrate the subtleties of the subject.

http://www.mathworks.com/support/books/book1323.jsp?category=4&language=-1
Submitted Nov 10, 2001
Pricing Derivative Securities; An Interactive Dynamic Environment with Maple V and MATLAB  Update Link / Bad Link
Directed at an audience of MBA and advanced BBA students, this book teaches the core theoretical concepts of options pricing. The book starts by introducing the simplest model of an equity market. The no-arbitrage condition is defined and, in a subsequent chapter, is used to value simplified financial assets. Gradually, the book extends the simple model to a more realistic situation, permitting the valuation of more complicated securities. MATLAB programs help readers visualize payoffs and respond to various constraints and conditions.

http://www.mathworks.com/support/books/book1699.jsp?category=4&language=-1
Submitted Nov 10, 2001

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