MATLAB and Simulink Based Books
Written for graduate students and professionals, Statistical Methods for Financial Engineering describes how to implement stochastic models used in financial engineering. The book discusses limits of the Black-Scholes model, statistical tests to verify some of its assumptions, and the challenges of dynamic hedging in discrete time. Topics include modeling interest rates, Lévy models, stochastic volatility models, and copulas and applications.
Teaching materials based on MATLAB and Simulink