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Introduction to Computational Finance with MATLAB: A Risk Management Example

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Michael Weidman, MathWorks

In this webinar, financial services professionals will learn how to use MATLAB to develop and deploy financial models. This webinar follows the creation of a value-at-risk application from its inception through data integration, modeling, and finally deployment. The examples shown will demonstrate the functionality of MathWorks products and their support for the entire business process.

Webinar highlights include:

• Integrating market data feeds
• Creating a value-at-risk model
• Deploying the model as an Excel add-in and a Java servlet

This webinar is for practitioners or academics in finance whose focus is quantitative analysis, modeling, risk management, or asset valuation. Familiarity with MATLAB is helpful, but not required.

Product Focus

  • Financial Toolbox
  • Datafeed Toolbox
  • Econometrics Toolbox
  • MATLAB Compiler SDK
  • MATLAB Compiler

Recorded: 1 Sep 2009