Financial Toolbox™ provides functions for mathematical modeling and statistical analysis of financial data. You can optimize portfolios of financial instruments, optionally taking into account turnover and transaction costs. The toolbox enables you to estimate risk, analyze interest rate levels, price equity and interest rate derivatives, and measure investment performance. Time series analysis functions and an app let you perform transformations or regressions with missing data and convert between different trading calendars and day-count conventions.
Mean-variance and CVaR-based object-oriented portfolio optimization
Cash flow analysis, risk analysis, financial time-series modeling, date math, and calendar math
Basic SIA-compliant fixed-income security analysis
Basic Black-Scholes, Black, and binomial option pricing
Regression and estimation with missing data
Basic GARCH estimation, simulation, and forecasting
Technical indicators and financial charts