MATLAB and Simulink Based Books
Written for financial engineering practitioners and students in the derivatives field, this book demonstrates the mathematical derivations and theory of pricing models, as well as the implementation of MATLAB code. Topics covered include mortgage-backed securities, collateralized-debt obligations, fixed-income securities, and swaps.
MATLAB is introduced and used to solve numerous examples in the book. Statistics and Machine Learning Toolbox, Financial Toolbox, Financial Derivatives Toolbox, and Fixed-Income Toolbox are also introduced. In addition, a supplemental set of MATLAB code files is available for download via password.