Computational Finance. MATLAB oriented modeling

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Chapter-by-Chapter MATLAB codes related to the book "Computational Finance. MATLAB oriented modeling"
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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 (2024). Computational Finance. MATLAB oriented modeling (https://www.mathworks.com/matlabcentral/fileexchange/73917-computational-finance-matlab-oriented-modeling), MATLAB Central File Exchange. Recuperado .

Francesco Cesarone (2020), Computational Finance. MATLAB oriented modeling, Routledge-Giappichelli Studies in Business and Management, ISBN 978-0-367-49303-5, https://www.giappichelli.it/computational-finance

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MATLABsolutions/PartIII/Ch6

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1.0.3

1.0.2

More details on the book

1.0.1

MATLABsolutions.zip contains all the solutions to the exercises proposed in the book

1.0.0