Financial Seminar Demos

Demos commonly used at The MathWorks financial modeling seminars.
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Actualizado 1 sep 2016

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Ten demos, most of which are shown at The MathWork's financial modeling seminars. All of the demos are in their own folders, which contain the code, and a ReadMe file that explains what the demos do and gives directions on how to run it. The ReadMe also mentions which Toolboxes are needed for each demo. To run all of the demos, you'll need the Toolboxes listed in the required list. However, not all of the demos require all of the Toolboxes.
Creates an array in MATLAB and shows indexing ability and examples of matrix math

GUI that inputs data from database or Yahoo(Datafeed) and finds the efficient frontier

Plots a 3d visualization of option sensitivities ? Delta and Gamma

GARCH demo showing time-series, simulation, optimization, and graphics abilities of MATLAB.

Animates option prices, gamma, and volatility in 3D as time to maturity changes

Illustrates how to price an fixed-income instrument portfolio using the Heath-Jarrow-Morton and Black-Derman-Toy interest rate models

Computes and compares spot and forward curves calculated from bootstrapping and spline fitting methods

Calculates the Value at Risk (VaR) of a portfolio of equity options using the delta-gamma

Calculates the Value at Risk (VaR) of a portfolio of equities using Monte Carlo simulation

Calculates the Value at Risk (VaR) of a portfolio of equities using historical return data

Citar como

Ameya Deoras (2024). Financial Seminar Demos (, MATLAB Central File Exchange. Recuperado .

Compatibilidad con la versión de MATLAB
Se creó con R13
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Versión Publicado Notas de la versión

Updated license

Updates to the ReadMe files

Updated Introduction file and added a BSD license.