Documentation

This is machine translation

Translated by Microsoft
Mouseover text to see original. Click the button below to return to the English verison of the page.

Note: This page has been translated by MathWorks. Please click here
To view all translated materals including this page, select Japan from the country navigator on the bottom of this page.

Financial Toolbox Classes

Alphabetical List By Category
bmBrownian motion models
cevConstant Elasticity of Variance (CEV) models
cirCox-Ingersoll-Ross mean-reverting square root diffusion models
creditscorecardCreate creditscorecard object to build credit scorecard model
diffusionDiffusion-rate model component
driftDrift-rate model component
fintsConstruct financial time series object
gbmGeometric Brownian motion model
hestonHeston model
hwvHull-White/Vasicek Gaussian Diffusion model
PortfolioPortfolio object for mean-variance portfolio optimization and analysis
PortfolioCVaRPortfolioCVaR object for conditional value-at-risk portfolio optimization and analysis
PortfolioMADPortfolioMAD object for mean-absolute deviation portfolio optimization and analysis
sdeStochastic Differential Equation (SDE) model
sdeddoStochastic Differential Equation (SDE) model from Drift and Diffusion components
sdeldSDE with Linear Drift model
sdemrdSDE with Mean-Reverting Drift model
Was this topic helpful?