Introduction

  Key Definitions

  Referencing Matrix Elements

  Transposing Matrices

  Introduction

  Adding and Subtracting Matrices

  Multiplying Matrices

  Dividing Matrices

  Solving Simultaneous Linear Equations

  Operating Element by Element

  Input Arguments

  Output Arguments

  Interest Rate Arguments

  Introduction

• 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

  Analyzing Portfolios

  Portfolio Optimization Functions

• Portfolio Construction Examples

• Portfolio Selection and Risk Aversion

• Constraint Specification

  Active Returns and Tracking Error Efficient Frontier

• 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

• 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 Rating

• Estimation of Transition Probabilities

• Forecast Corporate Default Rates

• Credit Quality Thresholds

• Multivariate Normal Regression

• Maximum Likelihood Estimation with Missing Data

• Multivariate Normal Regression Types

• Valuation with Missing Data

  Introduction

• Common Problems in Finance

• Producing Graphics with the Toolbox

  Analyzing Financial Time Series

• Creating Financial Time Series Objects

• Visualizing Financial Time Series Objects

  Introduction

• Working with Financial Time Series Objects

• Demonstration Program

  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

• Introduction

• Using the Financial Time Series GUI

  Trading Calendars Graphical User Interface

• UICalendar Graphical User Interface

  Introduction

• Examples

  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