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Computational Finance. MATLAB oriented modeling

version 1.0.2 (2.04 MB) by Francesco Cesarone
Chapter-by-Chapter MATLAB codes related to the book "Computational Finance. MATLAB oriented modeling"


Updated 16 Jan 2020

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The book contains more than 100 examples and exercises, together with MATLAB codes providing the solution for each of them. The road map of the book is as follows. Chapter 1 is devoted to an introduction to the MATLAB language and development environment, for programming, numerical calculation and visualization applied to simple calculus and financial problems. Chapter 2 introduces basic concepts in probability and statistics, simplifying as much as possible the discussion. Chapter 3 deals with the main constrained optimization models, mainly focusing on recognizing the type of problems treated, and how to implement and solve them in MATLAB. In Chapter 4 we address Portfolio Optimization, providing several portfolio selection models mainly based on risk-gain analysis. Chapter 5 presents some probabilistic tools which are used in Chapter 6 for describing three methodologies to price derivatives.

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Francesco Cesarone (2020). Computational Finance. MATLAB oriented modeling (, MATLAB Central File Exchange. Retrieved .

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More details on the book

1.0.1 contains all the solutions to the exercises proposed in the book

MATLAB Release Compatibility
Created with R2019b
Compatible with any release
Platform Compatibility
Windows macOS Linux
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