Computational Finance

Get a Live Product  Demonstration   Introduction to Econometrics Toolbox 6:26   The Classical Model Misspecification Tests   Mean-Variance Efficient Frontier   Call Option Sensitivity Measures (single option)   Call Option Sensitivity Measures (portfolio of options)   Capital Asset Pricing Model with Missing Data   Bootstrapping a Swap Curve   Fitting Interest Rate Curve Functions   Managing Interest Rate Risk with Bond Futures   Analysis of Inflation Indexed Instruments   Pricing a Portfolio Using the Black-Derman-Toy Model   Pricing and Hedging a Portfolio Using the Black-Karasinski Model   Pricing Mortgage Backed Securities Using the Black-Derman-Toy Model Math and Data Analysis   Factor Analysis   Bayesian Analysis for a Logistic Regression Model   Modelling Tail Data with the Generalized Pareto Distribution Introduction to MATLAB   Getting Started with MATLAB® 5:10   Working in the Development Environment 4:03   Writing a MATLAB Program 5:42   Calling MATLAB from C Code 1:30