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Computational Finance. MATLAB oriented modeling

version 1.0.3 (2.04 MB) by Francesco Cesarone
Chapter-by-Chapter MATLAB codes related to the book "Computational Finance. MATLAB oriented modeling"


Updated 07 Feb 2020

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The book contains more than 100 examples and exercises, together with MATLAB codes providing the solution for each of them. The road map of the book is as follows. Chapter 1 is devoted to an introduction to the MATLAB language and development environment, for programming, numerical calculation and visualization applied to simple calculus and financial problems. Chapter 2 introduces basic concepts in probability and statistics, simplifying as much as possible the discussion. Chapter 3 deals with the main constrained optimization models, mainly focusing on recognizing the type of problems treated, and how to implement and solve them in MATLAB. In Chapter 4 we address Portfolio Optimization, providing several portfolio selection models mainly based on risk-gain analysis. Chapter 5 presents some probabilistic tools which are used in Chapter 6 for describing three methodologies to price derivatives.

Cite As

Francesco Cesarone (2020). Computational Finance. MATLAB oriented modeling (, MATLAB Central File Exchange. Retrieved .

Francesco Cesarone (2020), Computational Finance. MATLAB oriented modeling, Routledge-Giappichelli Studies in Business and Management, ISBN 978-0-367-49303-5,

Comments and Ratings (6)

Dear Adam, thank you so much for your comment!
My book is a co-edition between Routledge and Giappichelli (
While Routledge is engaged for the International distribution, Giappichelli, which deals with distribution in Italian universities, has already released my book in January 2020 (
Let me know if you need anything else.
All the best,

Adam Campos

Great functions, is the book still pre-publishing? I couldn't seem to buy it.



I added more information to purchase the book


More details on the book

1.0.1 contains all the solutions to the exercises proposed in the book

MATLAB Release Compatibility
Created with R2019b
Compatible with any release
Platform Compatibility
Windows macOS Linux
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