Financial Toolbox

Introduction

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 capabilities let you perform transformations or regressions with missing data and convert between different trading calendars and day-count conventions.

Key Features

• Asset allocation, cash flow analysis, object-oriented portfolio optimization, and risk analysis
• Basic SIA-compliant fixed-income security analysis
• Basic Black-Scholes, Black, and binomial option pricing
• Financial time series, date math, and calendar math
• Basic GARCH estimation, simulation, and forecasting
• Regression and estimation with missing data
• Technical indicators and financial charts

Example financial modeling application for options and asset portfolios.