Bücher zu MATLAB und Simulink
Written for graduate-level courses in quantitative finance, Financial Derivative and Energy Market Valuation provides readers with a range of statistical and quantitative techniques, and demonstrates how to implement the presented concepts and methods in MATLAB. The book provides the underlying theory and various advanced topics without requiring a prior high-level understanding of mathematics or finance. Topics include financial models, binomial trees, finite difference methods, and nonlinear and non-Gaussian Kalman filters.
MATLAB is used to solve numerous examples in the book.