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CAMRADATA Models Dependencies for Quantitative Risk Assessment with MathWorks Tools

"In financial analysis, everything is changing very quickly, and it would be impossible to keep up using any other software tool. With MATLAB we are developing a new solution almost every week. I’ve tried other tools, and I firmly believe that MATLAB is the quickest way of getting to the answers." -  Martyn Dorey, CAMRADATA

SinoPac Securities Builds Structured Products Using MATLAB®

“MATLAB enabled us to use matrix arithmetic rather than reiterative calculations, saving hours of development time and providing us with an unprecedented degree of accuracy.” Miss Lin, SinoPac Securities

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Financial Toolbox

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Free Technical Kit

Description

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
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