- Financial Modeling: Theory, Implementation and Practice with MATLAB Source: https://www.mathworks.com/academia/books/financial-modeling-kienitz.html
- An Introduction to Financial Option Valuation: Mathematics, Stochastics, and Computation: https://www.mathworks.com/academia/books/an-introduction-to-financial-option-valuation-higham.html
- Financial Risk Forecasting: The Theory and Practice of Forecasting Market Risk with Implementation in R and MATLAB: https://www.mathworks.com/academia/books/financial-risk-forecasting-danielsson.html
- This book contains a project on stock market prediction that can be helpful in understanding the deep learning techniques useful for financial markets: https://www.mathworks.com/academia/books/practical-matlab-deep-learning-paluszek.html
Good book(s) for how to use MATLAB to model stock market volatility
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Hi
I am new to MATLAB. I am using MATLAB to model stock market volatility time series. I need some help in finding good books that have MATLAB code that teach how to model volatility correctly. I need a few books that cover:
- How to use MATLAB to perform econometric forecasts of stock market volatility
- How to use MATLAB's machine learning / deep learning techniques to forecast volatility
Ideally, the books should have sample MATLAB code to problems that I can learn from.
There are so many books out there so I am having a hard time finding a good book to learn from. Any help you can offer is really appreciated.
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Sumukh
2024-12-4,5:45
You can search for books based on MathWorks products in the following site:
I found these books on the website which you can refer to:
Additionally, you can refer to the following video resource from MathWorks explaining how to use MATLAB for calibration of volatility models in Finance:
I hope this answers your query.
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