The Project MATLAB at the Dept of Finance
The Department of Finace has developed a local MATLAB library of routines for the use of graduate students andresearchers.The library is articulated in several sections:
Section 1: Crash Course contains some introductory notes, exercises and solutions for MATLAB beginners.
Section 2: contains routines specific to th sequence of courses held at the Bocconi MSc in finance.
Section 3: contains routines for researchers on specific topics.
In order to run the routines in this library the following MATLAB toolboxes are required: 1. Optimization, Statistics, Econometrics, Financial and Fixed Income toolboxes by Mathworks; 2. Econometrics toolbox by James P. LeSage.