This book describes a set of MatLAB functions that implement a host of econometric estimation methods. Toolboxes are the name given by the MathWorks to related sets of MatLAB functions aimed at solving a particular class of problems. Toolboxes of functions useful in signal processing, optimization, statistics, ¯nance and a host of other areas are available from the MathWorks as add-ons to the standard MatLAB software distribution. I use the term Econometrics Toolbox to refer to the collection of function libraries described in this book.
Sign up or login using form at top of the page to download this file.
Wiley-Interscience, 2006. - 696 p. A state-of-the-art introduction to the powerful mathematical and statistical tools used in the field of finance. The use of mathematical models and numerical techniques is a practice employed by a growing number of applied mathematicians working on applications in finance. Reflecting this development, Numerical Methods in Finance and...
Wiley – 2011, 296 p. ISBN: 0470669438. Financial Risk Forecasting is a complete introduction to practical quantitative risk management, with a focus on market risk. Derived from the authors teaching notes and years spent training practitioners in risk management techniques, it brings together the three key disciplines of finance, statistics and modeling (programming), to...
Wiley, 2014. — 206 p. — ISBN: 1119967376, 9781119967378 The second book in Darbyshire and Hampton’s Hedge Fund Modeling and Analysis series, Hedge Fund Modeling and Analysis Using MatLAB takes advantage of the huge library of built-in functions and suite of financial and analytic packages available to MatLAB. This allows for a more detailed analysis of some of the more...
Springer, 2009. 456 p. ISBN: 0387745343 "Applied Signal Processing: A MatLAB-Based Proof of Concept" benefits readers by including the teaching background of experts in various applied signal processing fields and presenting them in a project-oriented framework. Unlike many other MatLAB-based textbooks which only use MatLAB to illustrate theoretical aspects, this book provides...
N.-Y.: Springer, 2014. - 272 p. MatLAB is a high-level language and environment for numerical computation, visualization, and programming. Using MatLAB, you can analyze data, develop algorithms, and create models and applications. The language, tools, and built-in math functions enable you to explore multiple approaches and reach a solution faster than with spreadsheets or...
3rd Edition. Prentice Hall, 2011. 732 p. ISBN: 132103257 MatLAB for Engineers, 3e, is ideal for Freshman or Introductory courses in Engineering and Computer Science. With a hands-on approach and focus on problem solving, this introduction to the powerful MatLAB computing language is designed for students with only a basic college algebra background. Numerous examples are drawn...