Hi All,It would be great if you guys could recommend me a good book on learning Matlab and using it for computational finance.I am looking to invest in really good book on Matlab.CheersA

Here are two books that are useful to me, but watch the version of MATLAB that you have vs. the versions that are discussed in the books.A Guide to MATLAB for Beginners and Experienced Users - Hunt, Lipsman, RosenbergReview"Major highlights of the book are completely transparent examples of classical yet always intriguing mathematical, statistical, engineering, economics, and physics problems. In addition, the book explains a seamless use with Microsoft Word for integrating MATLAB outputs with documents, reports, presentations, or other on-line processes. Advanced topics with examples include: Monte Carlo simulation, population dynamics, and Linear Programming. Overall, it is an outstanding textbook, and, likewise, should be an integral part of the technical reference shelf for most IT professionals. It is a great resource for wherever MATLAB is available!" ACM Ubiquity"A readable introduction to using MATLAB 7." Ian Gladwell, Southern Methodist University for SIAM ReviewProduct DescriptionThis is a short, focused introduction to MATLAB, a comprehensive software system for mathematical and technical computing. It contains concise explanations of essential MATLAB commands, as well easily understood instructions for using MATLAB's programming features, graphical capabilities, simulation models, and rich desktop interface. Written for MATLAB 7 it can also be used with earlier (and later) versions of MATLAB.This book teaches how to graph functions, solve equations, manipulate images, and much more. It contains explicit instructions for using MATLAB's companion software, Simulink, which allows graphical models to be built for dynamical systems. MATLAB's new "publish" feature is discussed, which allows mathematical computations to be combined with text and graphics, to produce polished, integrated, interactive documents. Mathematical Explorations with MATLAB - Chen, Giblin, IrvingReview"Anyone who has ever pondered using a sophisticated computer algebra system in a course involving nontrivial mathematics should peruse this book...Those with an applied mathematics orientation should find this work particularly interesting." Choice Product DescriptionMathematical Explorations with MATLAB examines the mathematics most frequently encountered in first-year university courses. A key feature of the book is its use of MATLAB, a popular and powerful software package. The book's emphasis is on understanding and investigating the mathematics by putting the mathematical tools into practice in a wide variety of modeling situations. Even readers who have no prior experience with MATLAB will gain fluency. The book covers a wide range of material: matrices, whole numbers, complex numbers, geometry of curves and families of lines, data analysis, random numbers and simulations, and differential equations from the basic mathematics. These lessons are applied to a rich variety of investigations and modeling problems, from sequences of real numbers to cafeteria queues, from card shuffling to models of fish growth. All extras to the standard MATLAB package are supplied on the World Wide Web. ***Finally, I have ordered this one, but it has not arrived yet. This might be the only one of these three you would need, if you have the core concepts down already.Stochastic Simulation and Applications in Finance with MATLAB Programs (The Wiley Finance Series - Huynh, Lai, Soumare)Product DescriptionStochastic Simulation and Applications in Finance with MATLAB Programs explains the fundamentals of Monte Carlo simulation techniques, their use in the numerical resolution of stochastic differential equations and their current applications in finance. Building on an integrated approach, it provides a pedagogical treatment of the need-to-know materials in risk management and financial engineering. The book takes readers through the basic concepts, covering the most recent research and problems in the area, including: the quadratic re-sampling technique, the Least Squared Method, the dynamic programming and Stratified State Aggregation technique to price American options, the extreme value simulation technique to price exotic options and the retrieval of volatility method to estimate Greeks. The authors also present modern term structure of interest rate models and pricing swaptions with the BGM market model, and give a full explanation of corporate securities valuation and credit risk based on the structural approach of Merton. Case studies on financial guarantees illustrate how to implement the simulation techniques in pricing and hedging. The book also includes an accompanying CD-ROM which provides MATLAB programs for the practical examples and case studies, which will give the reader confidence in using and adapting specific ways to solve problems involving stochastic processes in finance. "This book provides a very useful set of tools for those who are interested in the simulation method of asset pricing and its implementation with MatLab. It is pitched at just the right level for anyone who seeks to learn about this fascinating area of finance. The collection of specific topics thoughtfully selected by the authors, such as credit risk, loan guarantee and value-at-risk, is an additional nice feature, making it a great source of reference for researchers and practitioners. The book is a valuable contribution to the fast growing area of quantitative finance." -Tan Wang, Sauder School of Business, UBC “This book is a good companion to text books on theory, so if you want to get straight to the meat of implementing the classical quantitative finance models here's the answer.” —Paul Wilmott, wilmott.com“This powerful book is a comprehensive guide for Monte Carlo methods in finance. Every quant knows that one of the biggest issues in finance is to well understand the mathematical framework in order to translate it in programming code. Look at the chapter on Quasi Monte Carlo or the paragraph on variance reduction techniques and you will see that Huu Tue Huynh, Van Son Lai and Issouf Soumaré have done a very good job in order to provide a bridge between the complex mathematics used in finance and the programming implementation. Because it adopts both theoretical and practical point of views with a lot of applications, because it treats about some sophisticated financial problems (like Brownian bridges, jump processes, exotic options pricing or Longstaff-Schwartz methods) and because it is easy to understand, this handbook is valuable for academics, students and financial engineers who want to learn the computational aspects of simulations in finance.” —Thierry Roncalli, Head of Investment Products and Strategies, SGAM Alternative Investments & Professor of Finance, University of Evry Good luck!

'Numerical Methods in Finance and Economics: A Matlab-Based Introduction' by Paolo Brandimarte is excellent.

QuoteOriginally posted by: Balmung'Numerical Methods in Finance and Economics: A Matlab-Based Introduction' by Paolo Brandimarte is excellent.I second this mention. Nice book with lots of examples and covers a lot of material.