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MATLAB ile Risk Yonetimi
(Risk Management with MATLAB)
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Mehmet Uzunoglu, Yildiz Technical University Turgay Gecer Kivanc Eren Ali Kizil, Yildiz Technical University Omer Caglar Onar Turkmen Kitabevi, 2005
ISBN: 975-6392-38-X |
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This text presents the theory and application of risk management using MATLAB. Topics covered include market risk, credit risk, BASEL II issues, Monte Carlo simulations, and optimization models.
MATLAB, Simulink, Excel Link, the MATLAB Compiler, the Financial Toolbox, the Statistics Toolbox, the Optimization Toolbox, the Curve Fitting Toolbox, and the GARCH Toolbox are introduced and used to solve example problems throughout the text.
