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Learn more about Financial Toolbox
• Getting Started
Product Overview
Expected Background
• Using Matrix Functions for Finance
Introduction
Key Definitions
Referencing Matrix Elements
Transposing Matrices
• Matrix Algebra Refresher
Adding and Subtracting Matrices
Multiplying Matrices
Dividing Matrices
Solving Simultaneous Linear Equations
Operating Element by Element
• Function Input and Output Arguments
Input Arguments
Output Arguments
Interest Rate Arguments
• User's Guide
• Performing Common Financial Tasks
• Handling and Converting Dates
Formatting Currency
• Charting Financial Data
• Analyzing and Computing Cash Flows
• Pricing and Computing Yields for Fixed-Income Securities
• Term Structure of Interest Rates
• Pricing and Analyzing Equity Derivatives
• Portfolio Analysis
Analyzing Portfolios
Portfolio Optimization Functions
• Portfolio Construction Examples
• Portfolio Selection and Risk Aversion
• Constraint Specification
Active Returns and Tracking Error Efficient Frontier
• Portfolio Optimization Tools
• Portfolio Optimization Theory
• Portfolio Object
• Constructing the Portfolio Object
• Common Operations on the Portfolio Object
• Working with Asset Returns and Moments of Asset Returns
• Working with Portfolio Constraints
• Validating the Portfolio Problem
• Estimate Efficient Portfolios
• Estimate Efficient Frontiers
• Post-Processing
• Asset Allocation Example
• Investment Performance Metrics
• Overview of Performance Metrics
• Using the Sharpe Ratio
• Using the Information Ratio
• Tracking Error
• Risk-Adjusted Return
• Sample and Expected Lower Partial Moments
• Maximum and Expected Maximum Drawdown
• Credit Risk Analysis
• Credit Rating
• Estimation of Transition Probabilities
• Forecast Corporate Default Rates
• Credit Quality Thresholds
• Regression with Missing Data
• Multivariate Normal Regression
• Maximum Likelihood Estimation with Missing Data
• Multivariate Normal Regression Types
• Valuation with Missing Data
• Solving Sample Problems
• Common Problems in Finance
• Producing Graphics with the Toolbox
• Financial Time Series Analysis
Analyzing Financial Time Series
• Creating Financial Time Series Objects
• Visualizing Financial Time Series Objects
• Using Financial Time Series
• Working with Financial Time Series Objects
• Demonstration Program
• Financial Time Series Tool (FTSTool)
What Is the Financial Time Series Tool?
Getting Started with FTSTool
• Loading Data with FTSTool
• Using FTSTool for Supported Tasks
Using FTSTool with Other Time Series GUIs
• Financial Time Series Graphical User Interface
• Introduction
• Using the Financial Time Series GUI
• Trading Date Utilities
Trading Calendars Graphical User Interface
• UICalendar Graphical User Interface
• Technical Analysis
• Examples
• Bibliography
Bond Pricing and Yields
Term Structure of Interest Rates
Derivatives Pricing and Yields
Portfolio Analysis
Investment Performance Metrics
Financial Statistics
Standard References
Credit Risk Analysis
Portfolio Optimization
Glossary
• Functions
Examples
• Release Notes
Symbols A B C D E F G H I J K L M N O P Q R S T U V W X Y Z
By Category
Alphabetical List