Video length is 3:13

MATLAB Computational Finance Suite Overview

The MATLAB Computational Finance Suite is a set of 12 essential products commonly used in finance, including MATLAB®, Curve Fitting Toolbox™, Database Toolbox™, Datafeed Toolbox™, Econometrics Toolbox™, Financial Instruments Toolbox™, Financial Toolbox™, Optimization Toolbox™, Parallel Computing Toolbox™, Risk Management Toolbox™, Spreadsheet Link™ (for Microsoft Excel), and Statistics and Machine Learning Toolbox™.

With the suite, you can:

  • Access various databases and data feeds
  • Use machine learning or an econometrics model to forecast financial data
  • Price financial instruments, such as equity derivatives, interest rate derivatives, or hybrid derivatives
  • Perform credit scorecard modeling using interactive application
  • Simulate credit portfolios based on probability of default or credit migration matrix
  • Validate value-at-risk model

Recorded: 3 Apr 2017