Financial Toolbox™ 3.4

Product Description

• Financial Toolbox Key Features
• Working with the Financial Toolbox

Introduction

The Financial Toolbox extends MATLAB, the Statistics Toolbox, and the Optimization Toolbox with functions for mathematical and statistical analysis of financial data. Using the Financial Toolbox you can optimize portfolios, estimate risk, analyze interest rate levels, price equity derivatives, and handle financial time series.

Key Features

• Asset allocation, portfolio optimization, and risk analysis
• Cash flow analysis
• Basic SIA-compliant fixed-income security analysis
• Basic Black-Scholes, Black, and binomial option pricing
• Financial time series and date math tools
• Basic GARCH estimation, simulation, and forecasting
• Regression and estimation with missing data
• Functions for computing technical indicators and creating financial charts
• Utilities for handling financial data

Using the Financial Toolbox with MATLAB enables you to create a range of interactive applications, including models for optimizing portfolios (top) and for pricing equity options (center and bottom). Click on image to see enlarged view.