Training - Courses

MATLAB for Financial Applications is a two-day course that provides a working introduction to the MATLAB technical computing environment in the context of financial applications. This course is intended for beginning and intermediate users, though even experienced users will benefit from seeing MATLAB used by professional MathWorks trainers. No prior knowledge of MATLAB is required. Themes of data analysis, visualization, modeling, and programming are explored throughout the course. Topics include:

• The MATLAB user interface
• Working with MATLAB variables
• Plotting and visualization
• M-Files
• Basic statistics and data analysis
• Data types
• Data input and output
• Programming
• (Reference) Building graphical user interfaces
• (Reference) Spreadsheet Link™ EX (formally Excel® Link), Datafeed Toolbox, Database Toolbox

Hands-on examples and exercises apply basic techniques to financial applications such as time series analysis, fixed income security valuation, portfolio management, options and derivatives, and Monte Carlo simulation.

Familiarity with undergraduate level mathematics, basic computer operations, financial terminology, and basic financial modeling techniques.