An introduction to financial mathematics using Matlab. The document is incomplete and needs some editing, but the following contents are there:
1. Elements of stochastic calculus
2. The Black-Scholes world
3. Finite difference methods
4. Transform methods
5. Historical estimation and filtering
6. Volatility
7. Fixed income securities [to be completed]
8. Credit risk [to be added]
9. Risk Management [to be added]
A. Using Matlab with Microsoft Excel
Any feedback, corrections and suggestions are most welcome! K.-
Details
- Publication Date
- Jun 16, 2009
- Language
- English
- Category
- Business & Economics
- Copyright
- All Rights Reserved - Standard Copyright License
- Contributors
- By (author): Kyriakos Chourdakis
Specifications
- Format