MATLAB and Simulink Based Books
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.
Eric Jondeau, University of Lausanne and Swiss Finance Institute
Michael Rockinger, University of Lausanne and Swiss Finance Institute
Ser-Huang Poon, University of Manchester