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Finance and Economics

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Time Series Regression
Learn how to create time series regression models from experimental or observational data. Resources include videos, examples, and documentation.
Commodities Trading
Learn how to build, analyze, test, and deploy trading strategies for commodities. Resources include videos, examples and documentation.
Solvency II
Learn how MATLAB can help with Solvency II insurance infrastructures, including scenario generation, nested stochastic simulation, capital requirements calculations and custom reporting. Resources include webinars, examples, and software references.
Automated Trading
Learn how MATLAB and add-on toolboxes help you develop trading strategies, backtest and implement them, and analyze market movements. Resources include webinars, examples, and software references relevant to automated trading.
Black-Litterman Model
Learn how Black-Litterman approaches can be used within MATLAB and the portfolio analysis functions in Financial Toolbox.
Credit Derivatives
Learn how to price and analyze credit derivatives using MATLAB. Resources include videos, examples, and documentation covering credit default swap pricing, structured products modeling, and other topics.
Submitted: September 27, 2012
Zero Curve
Learn how to construct and analyze zero curves for pricing fixed-income instruments and derivatives. Resources include examples and documentation covering curve construction, bootstrapping, derivation, and other topics.
Submitted: September 27, 2012
Yield Curve
Learn how to build and analyze the yield curve for market calibration and forecasting. Resources include videos, examples, and documentation covering interest rates, bounds, and other topics.
Submitted: September 27, 2012
Swap Curve
Learn how to build, visualize, and analyze the swap curve. Resources include examples and documentation covering swap curve bootstrapping, pricing, and other topics.
Submitted: September 27, 2012
Binomial Model
Learn how to price options using the binomial model. Resources include videos, examples, and documentation covering binomial models, Monte Carlo models, Black-Scholes models, and other topics.
Submitted: September 27, 2012
Liquidity Risk
Learn how you can use MATLAB and related toolboxes for statistics and econometrics to model and analyze liquidity risk. Resources include webinars, examples, and user stories for analyzing and modeling liquidity risk.
Submitted: July, 24 2012
Financial Derivatives
Learn how to design, price, and hedge financial derivative instruments in MATLAB. Resources include examples and documentation covering yield curve modeling, pricing and valuation of equity, interest rate, and credit derivatives.
Submitted: July 12, 2012
Fixed Income
Learn how to design, price, and hedge fixed-income instruments in MATLAB. Resources include examples and documentation covering yield curve modeling and pricing and valuation of inflation, interest rate, and credit derivatives
Submitted: July 12, 2012
MATLAB in Production
Learn about using MATLAB in production. Resources include webinars, examples, and software references.
Financial Risk Management
Learn how Statistics Toolbox and Financial Toolbox can be used to model and analyze financial risk. Resources include webinars, demos, and software reference for financial risk management.
Submitted: November 10, 2011
Operational Risk
Learn how MATLAB and Statistics Toolbox can be used to model and analyze operational risk. Resources include webinars, demos, and software reference for analyzing and modeling risk.
Submitted: November 7, 2011
Market Risk
Learn how Statistics Toolbox and Financial Toolbox can be used to model and analyze market risk. Resources include webinars, demos, and software reference for analyzing and modeling risk.
Submitted: November 7, 2011
Credit Risk
Learn how Statistics Toolbox and Financial Toolbox can be used to model and analyze credit risk. Resources include webinars, demos, and software reference for analyzing and modeling default risk.
Submitted: November 7, 2011
CAPM
Learn how to develop CAPM in MATLAB. Resources include webinars, demos, and examples including how to develop CAPM with missing data.
Submitted: November 7, 2011
MathWorks - Financial Derivatives Toolbox  
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
Free Online MathWorks Seminar: Using MATLAB for Fixed Income Modeling  
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
MathWorks - Financial Toolbox  
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
MathWorks - GARCH Toolbox  
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
MathWorks - Datafeed Toolbox  
The Datafeed Toolbox integrates the numerical, computational, and graphical capabilities of MATLAB® 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
MathWorks - Fixed-Income Toolbox  
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
MathWorks - Database Toolbox  
The Database Toolbox allows you to connect to and interact with most ODBC/JDBC databases from within MATLAB®. 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
Financial Tools M-files  
User contributed finance m-files from the MATLAB Central File Exchange.
Submitted: Apr 18, 2000
Econometrics toolbox  
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
RisKontroller - MATLAB Toolbox for Risk Analysis and Management  
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
MATLAB Functions from William F. Sharpe  
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
Macro-Investment Analysis  
Matrices & Programming, Prices, Probabilities, Risk & Return, Optimization, Factor Models, Style Analysis, Equilibrium, Performance Measurement, and more.
Submitted: Jun 08, 2005
Trading with MATLAB and Interactive Brokers  
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
quantitative finance matlab code index  
collect matlab code and software on quantitative finance
Submitted: Apr 13, 2007
Gauss to MATLAB Converter  
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:
Stixbox  
Stixbox, developed by Anders Holtsberg, is a statistics toolbox for MATLAB, Octave, and Matcom/Mideva.
Submitted: May 02, 2000
MATLAB Trader  
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
Mechanical Trading System in MatLab  
MEX API to TA-Lib functions released. Documentation of API at tadoc.org
Submitted: Feb 22, 2007
qmle.m  
QMLE contains the quasi maximum likelyhood estimating procedure and performing Information Matrix test for a univariate GARCH(1,1) model.
Submitted: Aug 20, 1999
Applixware and Applix Link - Real-time spreadsheet application and development tools  
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
SimuLab - Financial engineering solutions  
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
Econometrics Toolbox 1.0  
Model and analyze financial and economic systems using statistical methods Econometrics Toolbox™ provides functions for modeling economic principles and behavior, with a focus on volatility modeling. It lets you perform Monte Carlo simulation and forecasting with linear and nonlinear stochastic differential equations (SDEs) and build univariate ARMAX/GARCH composite models with several GARCH variants and multivariate VARMAX models. You can use the toolbox to generate minimum mean square error forecasts, estimate parameters in ARMAX/GARCH models and unrestricted/restricted VARX models, and model volatility with Heston stochastic volatility models. You can also perform diagnostic and statistical hypothesis tests, including the likelihood ratio test and variants of Dickey-Fuller and Phillips-Perron unit root tests.
Submitted: Nov 12, 2008
Trading With MATLAB Blog and Code  
Here the author shares various trading strategies and their matlab implementation for Futures, Options and Stocks
Submitted: Jun 25, 2008
Trading With MATLAB Blog and Code  
This Blog shows how to build an automated trading system using MATLAB and Interactive Brokers API. It also contains useful code regarding Estimation of Historical Volatility and Intraday Trading of Futures, Stocks and Options. It also contains code for Market Profile, which is used by several day traders.
Submitted: Jun 16, 2008
Financial Modelling Toolbox: Theta Suite  
Model price and hedge any financial product in 15 Minutes directly in Matlab. A full IDE for the financial model description simplifies the development time significantly. The Theta Suite supports the definition of models in ThetaML, a language with unprecedented expressive power and straightforwardness. No matter whether the option is path-dependent, has early exercise or redemption features, cliquet structure and knock-in, knock-out barriers, ThetaML can represent all features concisely.
Submitted: Jul 24, 2008



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