Financial Services

Industry Segments

• Fixed Income
• Equity
• Investment Management and Trading
• Reinsurance and Insurance

Fixed Income

The fixed-income market demands a vast selection of investment options with a variety of credit quality, maturities, and yields to meet investors' objectives. To accomplish this, fixed income groups frequently create and modify mathematical models to calculate bond pricing, perform yield analysis, calculate cash flows, and develop hedging strategies.

"Creating models in MATLAB® takes 10% of the time we used to take programming in C."

The MATLAB environment offers a wide variety of functionality to help analyze bond data. The figures contain spot and forward curve plots (left), basic statistic and curve fitting from the data (center), and a bootstrapping graph (right). Click on image to see enlarged view.

Fixed-income research groups use the thousands of prewritten math and graphics functions in MathWorks products to access bond data, perform statistical analysis, calculate spreads, determine bond and derivative pricing, perform sensitivity analyses, and run Monte Carlo simulations.

Advanced graphics and rendering capabilities in MATLAB make reviewing cash flows, visualizing decision trees, plotting spot and forward curves, and creating deployable interactive 2- and 3-D models easy.

Select any of the following links for more information on:

• Introduction to MATLAB in Finance
• Why use MATLAB
• Analyzing and modeling financial data
• Rapidly Deploying Financial Applications

Computational Finance Interactive CD

View demos and recorded presentations led by industry experts.

Get the interactive CD

Get trial software

Now On Demand
Connect with MathWorks experts and learn the latest applications of the leading software product for computational finance.

Register now

Next