Teaching and research of computational finance with MATLAB

http://www.mathworks.com/company/events/webinars/wbnr30320.html

First submitted by MathWorks Classroom Resources Team on 13 Jan 2010

Recorded webinar on using MATLAB for research & teaching of computational finance

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Date	Contributor	Description	Rating
13 Jan 2010	MathWorks Classroom Resources Team	This webinar introduces MATLAB as an environment for the research, testing and teaching of Computational Finance. Using as a motivating example the problem of pricing an American Option, the webinar will demonstrate how this can be tackled via: • The Cox, Ross, Rubenstein tree-based method • A Finite Difference approach to solving the Black Scholes PDE • Monte Carlo simulation

13 Jan 2010

MathWorks Classroom Resources Team

This webinar introduces MATLAB as an environment for the research, testing and teaching of Computational Finance. Using as a motivating example the problem of pricing an American Option, the webinar will demonstrate how this can be tackled via:

• The Cox, Ross, Rubenstein tree-based method
• A Finite Difference approach to solving the Black Scholes PDE
• Monte Carlo simulation

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Tag	Applied By	Date/Time
language english	MathWorks Classroom Resources Team	13 Jan 2010 at 3:46pm
resource	MathWorks Classroom Resources Team	13 Jan 2010 at 3:46pm
academic	MathWorks Classroom Resources Team	13 Jan 2010 at 3:46pm
mw webinar	MathWorks Classroom Resources Team	13 Jan 2010 at 3:46pm
video	MathWorks Classroom Resources Team	13 Jan 2010 at 3:46pm
business economics and finance	MathWorks Classroom Resources Team	13 Jan 2010 at 3:46pm
computational finance	MathWorks Classroom Resources Team	13 Jan 2010 at 3:46pm