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MathWorks - Financial Derivatives Toolbox Update Link / Bad Link? 
Provides components to analyze interest rate derivative instruments and portfolios. The Financial Derivatives Toolbox allows you to calculate prices and sensitivities of derivatives and to perform hedging analysis and visualize the results.
Submitted: Nov 16, 2000
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Free Online MathWorks Seminar: Using MATLAB for Fixed Income Modeling Update Link / Bad Link? 
This online webinar will present how financial services professionals can develop customized algorithms for calculating bond prices, yields, and spreads for fixed-income securities such as treasury bonds, corporate bonds, T-bills, CDs, and mortgage-backed securities. The examples shown in the presentation will demonstrate the functionality in the Fixed-Income Toolbox and other relevant MathWorks products.
Submitted: Oct 13, 2003
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MathWorks - Financial Toolbox Update Link / Bad Link? 
The Financial Toolbox is used for a wide array of applications including fixed income pricing, yield, and sensitivity analysis; advanced term structure analysis; coupon cash flow date and accrued interest analysis; and derivative pricing and sensitivity analysis.
Submitted: Jul 01, 1999
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MathWorks - GARCH Toolbox Update Link / Bad Link? 
The GARCH Toolbox provides essential tools for univariate Generalized Autoregressive Conditional Heteroskedasticity(GARCH) volatility modeling. The GARCH Toolbox features a simple interface that enables you to analyze volatility in the financial markets using univariate GARCH models.
Submitted: Aug 28, 2000
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MathWorks - Datafeed Toolbox Update Link / Bad Link? 
The Datafeed Toolbox integrates the numerical, computational, and graphical capabilities of MATLABŪ with financial data providers. Datafeed Toolbox provides a direct connection between MATLAB and data provided by the Bloomberg data service. Once the data is in MATLAB, it can then be analyzed using other tools in the MATLAB product family such as GARCH, Statistics, Financial Time Series, and Neural Networks.
Submitted: Aug 28, 2000
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Free Online MathWorks Seminar: Using MATLAB to Develop Portfolio Optimization Models Update Link / Bad Link? 
This recorded webinar demonstrates how to use MATLABŪ and the Financial Toolbox to combine familiar concepts of asset pricing, risk measurement, and portfolio optimization to develop tradable portfolios of assets that have low turnover, stable moments, and desirable return and risk characteristics. While grounded firmly in finance theory, this webinar shows how to produce solid and robust real-world results that bridge the gap between theory and practice.
Submitted: Dec 06, 2005
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MathWorks - Fixed-Income Toolbox Update Link / Bad Link? 
The Fixed-Income Toolbox extends MATLAB by providing functions for fixed-income modeling and analysis. The toolbox includes tools for determining the price, yield, and cash flow for many types of fixed-income securities, including mortgage-backed securities, corporate bonds, treasury bonds, municipal bonds, certificates of deposit, and treasury bills.
Submitted: Oct 24, 2003
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MathWorks - Database Toolbox Update Link / Bad Link? 
The Database Toolbox allows you to connect to and interact with most ODBC/JDBC databases from within MATLABŪ. The Database Toolbox allows you to use the powerful data analysis and visualization tools of MATLAB for sophisticated analysis of data stored in databases. From within the MATLAB environment, you can use Structured Query Language (SQL) commands to: Read and write data to and from a database; Apply simple and advanced conditions to your database queries.
Submitted: Aug 28, 2000
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Financial Tools M-files Update Link / Bad Link? 
User contributed finance m-files from the MATLAB Central File Exchange.
Submitted: Apr 18, 2000
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Econometrics toolbox Update Link / Bad Link? 
This toolbox contains function for econometrics estimation, diagnostics and statistical testing procedures and others. Over 300 functions are included in this well documented toolbox.
Submitted: Jun 30, 1999
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RisKontroller - MATLAB Toolbox for Risk Analysis and Management Update Link / Bad Link? 
Our RisKontroller technology enables you to rapidly develop and modify tailor-made models and systems. The technology combines advanced stochastic process estimation, sparse tree generation, dynamic stochastic modeling and solution, density function estimation, and techniques for sculpting density functions of model outcomes. These techniques enable you to analyze large multi-factor models over time, integrate multiple types of risks, incorporate policy and legal constraints, decide on policies based on desired density function profiles, and access and change internal models.
Submitted: Apr 05, 2000
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MATLAB Functions from William F. Sharpe Update Link / Bad Link? 
These functions were written primarily for illustrative purposes. Many are taken from and/or descrived in the material on principles and techniques... Each function is stored in a file with a .txt extension... After viewing one of the functions, you may save it in a directory on your MATLAB path, using the same name and an .m extension. The function can then be used in any program. You can then also get its initial comment lines by issuing the command help, followed by the file name (e.g. help wcov). The functions are listed below in alphabetic order...
Submitted: Jul 07, 1999
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Macro-Investment Analysis Update Link / Bad Link? 
Matrices & Programming, Prices, Probabilities, Risk & Return, Optimization, Factor Models, Style Analysis, Equilibrium, Performance Measurement, and more.
Submitted: Jun 08, 2005
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GarchKit Update Link / Bad Link? 
Provides highly optimized MLE estimation and simulation of GARCH(1,1) models.
Submitted: Apr 11, 2000
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Trading with MATLAB and Interactive Brokers Update Link / Bad Link? 
Use this Product to trade any financial instrument with MATLAB. Connect with Interactive Brokers API through MATLAB and build your own automated trading system with MATLAB. Use all the toolboxes available with MATLAB and trade like a PRO.
Submitted: Sep 04, 2006
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Stixbox Update Link / Bad Link? 
Stixbox, developed by Anders Holtsberg, is a statistics toolbox for MATLAB, Octave, and Matcom/Mideva.
Submitted: May 02, 2000
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Gauss to MATLAB Converter Update Link / Bad Link? 
Converts Gauss programs to MATLAB and other resources for making a gentle transition from Gauss to MATLAB. This link updates a link that has been dead for some time.
Submitted: Jan 10, 2003
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quantitative finance matlab code index Update Link / Bad Link? 
collect matlab code and software on quantitative finance
Submitted: Apr 13, 2007
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qmle.m Update Link / Bad Link? 
QMLE contains the quasi maximum likelyhood estimating procedure and performing Information Matrix test for a univariate GARCH(1,1) model.
Submitted: Aug 20, 1999
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Mechanical Trading System in MatLab Update Link / Bad Link? 
MEX API to TA-Lib functions released. Documentation of API at tadoc.org
Submitted: Feb 22, 2007
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Applixware and Applix Link - Real-time spreadsheet application and development tools Update Link / Bad Link? 
c is an integrated product line of customizable, 32-bit applications and tools for real-time decision support and rapid cross-platform application development on UNIX and Windows NT. Access to real-time data sources enables dynamic analysis and graphical modeling of live information, either through Applixware or via applications developed with Applixware by the user. Applix products have been heavily adopted by financial services firms worldwide for intensive real-time data analysis on the trading floor. Application Areas: Application development; Communications; Control system design/analysis; Financial analysis/modeling/services; Instrument manufacturers; Materials research; Vibration analysis/control.
Submitted: Apr 07, 2000
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MATLAB Trader Update Link / Bad Link? 
This site is dedicated to helping Matlab users research and backtest stock trading strategies. Matlab can also be used to actually execute systematic trading strategies by connecting to a broker with an API.
Submitted: Mar 24, 2008
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SimuLab - Financial engineering solutions Update Link / Bad Link? 
Algorithms modeling and simulation company. Operations research Financial modeling Statistical modeling Monte-Carlo simulations Fixed-income, Portfolio Optimization, Risk analysis Hedging Derivatives pricing and sensitivities Structures...
Submitted: Jun 30, 2008
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