Financial Seminar Demos

Demos commonly used at The MathWorks financial modeling seminars.
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Mise à jour 1 sept. 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.
MLTutorial:
Creates an array in MATLAB and shows indexing ability and examples of matrix math

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

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

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

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

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

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

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

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

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

Citation pour cette source

Ameya Deoras (2024). Financial Seminar Demos (https://www.mathworks.com/matlabcentral/fileexchange/4564-financial-seminar-demos), MATLAB Central File Exchange. Récupéré le .

Compatibilité avec les versions de MATLAB
Créé avec R13
Compatible avec toutes les versions
Plateformes compatibles
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Version Publié le Notes de version
1.2.0.1

Updated license

1.2.0.0

Updates to the ReadMe files

1.1.0.0

Updated Introduction file and added a BSD license.

1.0.0.0