MATLAB & Simulink Based Books

Learning Finance on Computers: A MATLAB Based Approach

		Yuji Yamada, University of Tsukuba Naoki Makimoto, University of Tsukuba   Asakura Shoten,  2008 Tel: 81-3-3260-0141 Fax: 81-3-3260-0180 Email: info@asakura.co.jp ISBN: 978-4-254-29566-5 Language: Japanese

This book teaches the basics of finance theory and how to implement them using MATLAB. Topics covered include option pricing with the binomial model, the continuous-time model, Black-Scholes equations, American options, and real option analysis.

MATLAB and Financial Toolbox are introduced and used to solve some examples in the book. In addition, a supplemental set of MATLAB M-files is available for download.

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