This three-day course provides a comprehensive introduction to the MATLAB® technical computing environment for financial professionals. The course is intended for beginning users and those looking for a review. No prior programming experience or knowledge of MATLAB is assumed. Themes of data analysis, visualization, modeling, and programming are explored throughout the course, with an emphasis on practical application to finance, such as time-series analysis, Monte Carlo simulation, portfolio management, and empirical modeling. Topics include:
- Working with the MATLAB user interface
- Importing data from spreadsheets and other data sources
- Representing financial data in MATLAB
- Working with dates and times
- Visualizing data and results using advanced plots and graphics
- Filtering large datasets based on logical criteria
- Automating tasks using code files
- Algorithm development using programming constructs
- Performing data analysis, modeling, and simulation
- Generating reports and exporting results