Store 
Financial Derivatives Toolbox 5.5.1
Product Description
- Introduction and Key Features
- Working with Equity Options
- Working with Fixed-Income Instruments
- Creating Portfolios and Hedging Strategies
Working with Fixed-Income Instruments
Financial Derivatives Toolbox includes functions for finding the prices and sensitivities of several financial instruments based on interest-rate curves. You can apply the functions to a portfolio of different types of instruments or to groups of instruments of the same type.
The toolbox also provides functions that use the Heath-Jarrow-Morton (HJM), Black-Derman-Toy (BDT), Black-Karasinski (BK), and Hull-White (HW) models to compute prices and sensitivities for other financial instruments.
Financial Derivatives Toolbox supports the following fixed-income instruments:
- Bonds and options on bonds
- Arbitrary cash flows
- Fixed-rate and floating-rate notes
- Caps and floors
- Vanilla swaps
NextView demos and recorded presentations led by industry experts.
Now On Demand
Connect with MathWorks experts and learn the latest applications of the leading software product for computational finance.
