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Financial Toolbox Product Description

Analyze financial data and develop financial models

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.

Key Features

  • 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

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