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.
- 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.
- Getting Started with Portfolio Optimization (4 min 12 sec)
- Using Tables for Financial Data (5 min 33 sec)
- Parallel Computing with MATLAB in Computational Finance (51 min 53 sec)
- MATLAB for R Users in Computational Finance (55 min 12 sec)
- Optimization in MATLAB for Financial Applications (63 min 00 sec)
- Machine Learning for Algorithmic Trading (32 min 55 sec)
- Equity Trading with MATLAB and FactSet (69 min 09 sec)
- Modeling Equity-Indexed Annuities with MATLAB (52 min 26 sec)
- Pricing and Analysis of an Insurance Contract (34 min 09 sec)