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Computational Finance

Import and analyze financial data, develop models for risk and economic systems, manage investments, and price complex instruments

MATLAB® products for computational finance enable you to develop quantitative applications for investment and risk management, econometrics, pricing and valuation, insurance, and algorithmic trading. By writing only a few lines of code, you can:

  • Chart historical and live market data.

  • Analyze time series data and create predictive models.

  • Model interest rates and perform sensitivity analyses.

  • Optimize a portfolio and perform risk attribution.

  • Develop quantitative models to optimize performance and minimize risk.


Access Databases and Financial Data Exchanges

Analyze and Model Financial and Economic Time Series

Optimize and Backtest Portfolios

Price Complex Financial Instruments

Quantify Risk and Validate Risk Models

Deploy Applications to Production