Название: MATLAB Financial Toolbox User’s Guide (R2022b) Автор: MathWorks Издательство: The MathWorks, Inc. Год: September 2022 Страниц: 3304 Язык: английский Формат: pdf (true) Размер: 14.9 MB
Analyze financial data and develop financial models.
Financial Toolbox provides functions for the mathematical modeling and statistical analysis of financial data. You can analyze, backtest, and optimize investment portfolios taking into account turnover, transaction costs, semi-continuous constraints, and minimum or maximum number of assets. The toolbox enables you to estimate risk, model credit scorecards, analyze yield curves, price fixed-income instruments and European options, and measure investment performance.
Stochastic differential equation (SDE) tools let you model and simulate a variety of stochastic processes. Time series analysis functions let you perform transformations or regressions with missing data and convert between different trading calendars and day-count conventions.
In general, this guide assumes experience working with financial derivatives and some familiarity with the underlying models. In designing Financial Toolbox documentation, we assume that your title is like one of these:
- Analyst, quantitative analyst - Risk manager - Portfolio manager - Asset allocator - Financial engineer - Trader - Student, professor, or other academic
We also assume that your background, education, training, and responsibilities match some aspects of this profile:
- Finance, economics, perhaps accounting - Engineering, mathematics, physics, other quantitative sciences - Focus on quantitative approaches to financial problems
Contents:
Getting Started Performing Common Financial Tasks Portfolio Analysis Mean-Variance Portfolio Optimization Tools CVaR Portfolio Optimization Tools MAD Portfolio Optimization Tools Investment Performance Metrics Credit Risk Analysis Regression with Missing Data Solving Sample Problems Financial Time Series Analysis Using Financial Timetables Using Financial Time Series Financial Time Series App Financial Time Series User Interface Trading Date Utilities Technical Analysis Stochastic Differential Equations Functions Bibliography
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MATLAB Financial Toolbox User’s Guide (R2022b) 
Название: MATLAB Financial Toolbox User’s Guide (R2022b)
