Get Started with Financial Toolbox

Financial Toolbox™ provides functions for the mathematical modeling and statistical analysis of financial data. You can analyze, backtest, and optimize investment portfolios taking into account turnover, transaction costs, semi-continuous constraints, and minimum or maximum number of assets. The toolbox enables you to estimate risk, model credit scorecards, analyze yield curves, price fixed-income instruments and European options, and measure investment performance.

Stochastic differential equation (SDE) tools let you model and simulate a variety of stochastic processes. Time series analysis functions let you perform transformations or regressions with missing data and convert between different trading calendars and day-count conventions.

Tutorials

• Analyze Sets of Numbers Using Matrix Functions
  

  Matrices, matrix functions, and matrix algebra are the most efficient ways to analyze sets of numbers.

• Matrix Algebra Refresher
  

  Matrix algebra you learned in school but may have forgotten.

• Using Input and Output Arguments with Functions
  

  Inputs and outputs for Financial Toolbox functions.

About Financial

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