Preface
This book is a practical introduction to modelling and analysing hedge funds based on the MATLAB® technical computing environment. MATLAB® is a high-level language and interactive environment for numerical computation, visualisation and programming. Using MATLAB®, you can analyse data, develop algorithms and create models and applications. The language, tools and built-in maths functions enable you to explore multiple approaches and reach a solution faster than with spreadsheets or traditional programming languages, such as C/C++ or Java. MATLAB® is the foundation for all products, including Simulink® and can be extended with add-on products for a whole range of applications, including statistics, computational finance and optimisation.
MATLAB® and Simulink® are registered trademarks of The MathWorks, Inc.
MATHWORKS CONTACT INFORMATION
For MATLAB® and Simulink product information, please contact:
The MathWorks, Inc.
3 Apple Hill Drive
Natick, MA, 01760-2098 USA
Tel: 508-647-7000
Fax: 508-647-7001
E-mail: info@mathworks.com
Web: mathworks.com
1. MATLAB® SOURCE CODE
This book assumes a working knowledge of MATLAB® and an ability to implement built-in functions and have a familiarity with developing basic MATLAB® applications.
All MATLAB® source code used throughout the book has been tried and tested with the following MATLAB® version and Operating System:
MATLAB® Version: 8.1.0.604 (R2013a)
Operating System: Microsoft Windows 8 Version ...
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