MANGO FABIOMASSIMO
(programma)
I Programming techniques for financial calculus
1 An introduction to MATLAB with applications 1.1 MATLAB basics 1.1.1 Preliminary elements 1.1.2 Vectors and matrices 1.1.3 Basic linear algebra operations 1.1.4 Element-by-element multiplication and division 1.1.5 Colon (:) operator 1.1.6 Predefined and user-defined functions 1.2 M-file: Scripts and Functions 1.3 Programming fundamentals 1.3.1 if, else, and elseif construct 1.3.2 for loops 1.3.3 while loops 1.4 Matlab graphics 1.5 Preliminary exercises on programming 1.6 Exercises on the basics of financial evaluation 1.6.1 Interest Rate Swap
II Portfolio selection 2 Preliminary elements in Probability Theory and Statistics 2.1 Basic concepts in probability 2.2 Random variables 2.3 Probability distributions 2.4 Continuous random variables 2.5 Higher-order moments and synthetic indices of a distribution 2.6 Some probability distributions 2.6.1 Uniform distribution 2.6.2 Normal distribution 2.6.3 Log-normal distribution
Computational Finance MATLAB oriented modeling Francesco Cesarone, (2019)
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