MATLAB & Simulink Based Books

Financial Modeling Under Non-Gaussian Distributions

		Eric Jondeau, University of Lausanne and Swiss Finance Institute Michael Rockinger, University of Lausanne and Swiss Finance Institute Ser-Huang Poon, University of Manchester   Springer,  2007 Tel: 212-460-1500 Fax: 212-460-1575 Email: service-ny@springer.com Outside North America Tel: +49 30 827 87 5431 Fax: +49 30 827 87 5707 ISBN: 1-84628-419-8 Language: English

Written for postgraduate students and practitioners, this book uses MATLAB examples to address the causes and consequences of non-normality and time dependency in both asset returns and option prices. Topics covered include option pricing, exchange, and interest rates.

MATLAB is introduced and used to solve numerous examples in the book. In addition, a companion set of MATLAB M-files is available for download.

Retrieve companion software