Financial Services

 Get a Live Product
 Demonstration

Computational Finance

		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

Trial Software Available

Licensed Users: Download a 15-day trial of most MathWorks products (login required).
Don't Have a License? Request trial software and a MathWorks representative will call to get you started.