MATLAB and Simulink Based Books
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 and Machine Learning Toolbox, the Optimization Toolbox, the Curve Fitting Toolbox, and the Econometrics Toolbox are introduced and used to solve example problems throughout the text.
Mehmet Uzunoglu, Yildiz Technical University
Ali Kizil, Yildiz Technical University
Omer Caglar Onar
Turkmen Kitabevi, 2005