Financial Toolbox

Key Features

  • Mean-variance and CVaR-based object-oriented portfolio optimization
  • Cash flow analysis, risk analysis, financial time-series modeling, date math, and calendar math
  • Basic SIA-compliant fixed-income security analysis
  • Basic Black-Scholes, Black, and binomial option pricing
  • Regression and estimation with missing data
  • Basic GARCH estimation, simulation, and forecasting
  • Technical indicators and financial charts
Example of a financial modeling application for options and asset portfolios.
Example of a financial modeling application for options and asset portfolios.
Next: Portfolio Optimization

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Optimization in MATLAB for Financial Applications

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