MATLAB & Simulink Based Books

MATLAB ile Risk Yonetimi
(Risk Management with MATLAB)

		Mehmet Uzunoglu, Yildiz Technical University Ali Kizil, Yildiz Technical University Omer Caglar Onar Turgay Gecer Kivanc Eren   Turkmen Kitabevi,  2005 Tel: +90 212-512-2717 Fax: +90 212-522-1697 ISBN: 975-6392-38-X Language: Turkish

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 Econometrics Toolbox are introduced and used to solve example problems throughout the text.