Welcome to the learn Financial Computing with MATLAB section. Learn Financial programming with Matlab from basic to advance level.
Chapter 1. Matlab Basics
— Getting started with Matlab (Command Window)
— Assigning Values to Variables in Matlab
— Matlab Built-In Functions
— Matlab Display Formats and Helpful Commands
— Arrays (Vector and Matrix)
— Statistical Built-In Functions in Matlab
— Generating Random Numbers
Chapter 2. Scripts and Functions
— Introduction to Script File
— Input and Output Commands
— Script for Black-Scholes Option Price
— User-Defined Functions
— Example: Black-Scholes Call and Put Price
— Script File and Function Comparison
Chapter 3. Programming in Matlab
— Programming using if-else conditions
Chapter 4. Graphs
— Graphs in Matlab
— Plotting a Function, Multiple Graphs
— Plotting Different types of graphs in Matlab
Chapter 5. Simulations
— Simulations in Matlab
— Simulating Brownian motion
— Simulation of stock price process
— Monte Carlo simulation for option pricing
— Antithetic variable technique for variance reduction
— Asian Option