Skip to content
MathWorks - Mobile View
  • Sign In to Your MathWorks AccountSe connecter
  • Access your MathWorks Account
    • Mon compte
    • Mon profil
    • Mes licences
    • Se déconnecter
  • Produits
  • Solutions
  • Le monde académique
  • Support
  • Communauté
  • Événements
  • Obtenir MATLAB
MathWorks
  • Produits
  • Solutions
  • Le monde académique
  • Support
  • Communauté
  • Événements
  • Obtenir MATLAB
  • Sign In to Your MathWorks AccountSe connecter
  • Access your MathWorks Account
    • Mon compte
    • Mon profil
    • Mes licences
    • Se déconnecter

Vidéos et webinars

  • MathWorks
  • Vidéos
  • Vidéos
  • Recherche
  • Vidéos
  • Recherche
  • Contacter l'équipe commerciale
  • Version d'essai
28:22 Video length is 28:22.
  • Description
  • Related Resources

A Technology Platform with a MATLAB Backbone: A Financial Engineering True Story

Edward Byrns, Jr., Munich Re Trading LLC

At Munich Re Trading LLC (MRTL), a leading expert in risk solutions worldwide, the technology platform is a cutting-edge combination of algorithms and computations integrated into a .NET service architecture supporting a myriad of applications. This design relies heavily on our Risk and Market Analytics (RMA) library, which is developed in MATLAB®. While it is not always evident in the final product, MATLAB is the computational environment supporting our entire cloud-based solution.

The platform is in production and is a strategic asset for our business. Accessible from multiple countries in North America and Europe, the platform enables complex weather and commodity trades and supports market and quantitative research. Due in large part to the flexibility of MATLAB, the entire platform was developed and is maintained by only a handful of personnel. In a typical day, over 2400 MATLAB events occur, consuming nearly 3000 CPU minutes. In excess of 1.5 GB of data is captured or created daily, with the underlying database warehouse approaching 3 billion rows of readily accessible data.

This session discusses MRTL’s platform design and how MATLAB is integrated throughout the solution. Edward Byrns illustrates how the MATLAB language provides a comprehensive development environment suitable for a scalable production solution. Specifically, he follows a path from the command line, through user interfaces, into a service layer and ultimately demonstrates live application events. He further illustrates how MRTL’s application events are seamlessly integrated with the interactive MATLAB environment, returning from an application event back to the command line.

Recorded: 25 Mar 2015

Related Products

  • Financial Toolbox
  • Econometrics Toolbox
  • Financial Instruments Toolbox
  • MATLAB Compiler
  • Optimization Toolbox
  • Statistics and Machine Learning Toolbox

Learn More

View slides

3 Ways to Speed Up Model Predictive Controllers

Read white paper

A Practical Guide to Deep Learning: From Data to Deployment

Read ebook

Bridging Wireless Communications Design and Testing with MATLAB

Read white paper

Deep Learning and Traditional Machine Learning: Choosing the Right Approach

Read ebook

Hardware-in-the-Loop Testing for Power Electronics Control Design

Read white paper

Predictive Maintenance with MATLAB

Read ebook

Electric Vehicle Modeling and Simulation - Architecture to Deployment : Webinar Series

Register for Free

How much do you know about power conversion control?

Start quiz

Feedback

Featured Product

Financial Toolbox

  • Request Trial
  • Get Pricing

Up Next:

51:20
Using MATLAB to Develop and Deploy Financial Models

Related Videos:

3:31
Munich Re Trading Creates a Risk Analytics Platform with...
4:11
Munich Re Trading Creates a Risk Analytics Platform with...
5:33
Using Tables for Financial Data
54:36
Forecasting Corporate Default Rates with MATLAB

View more related videos

MathWorks - Domain Selector

Select a Web Site

Choose a web site to get translated content where available and see local events and offers. Based on your location, we recommend that you select: .

  • Switzerland (English)
  • Switzerland (Deutsch)
  • Switzerland (Français)
  • 中国 (简体中文)
  • 中国 (English)

You can also select a web site from the following list:

How to Get Best Site Performance

Select the China site (in Chinese or English) for best site performance. Other MathWorks country sites are not optimized for visits from your location.

Americas

  • América Latina (Español)
  • Canada (English)
  • United States (English)

Europe

  • Belgium (English)
  • Denmark (English)
  • Deutschland (Deutsch)
  • España (Español)
  • Finland (English)
  • France (Français)
  • Ireland (English)
  • Italia (Italiano)
  • Luxembourg (English)
  • Netherlands (English)
  • Norway (English)
  • Österreich (Deutsch)
  • Portugal (English)
  • Sweden (English)
  • Switzerland
    • Deutsch
    • English
    • Français
  • United Kingdom (English)

Asia Pacific

  • Australia (English)
  • India (English)
  • New Zealand (English)
  • 中国
    • 简体中文Chinese
    • English
  • 日本Japanese (日本語)
  • 한국Korean (한국어)

Contact your local office

  • Contacter l'équipe commerciale
  • Version d'essai

MathWorks

Accelerating the pace of engineering and science

MathWorks est le leader mondial des logiciels de calcul mathématique pour les ingénieurs et les scientifiques.

Découvrir…

Découvrir les produits

  • MATLAB
  • Simulink
  • Version étudiante
  • Support Hardware
  • File Exchange

Essayer ou acheter

  • Téléchargements
  • Version d'essai
  • Contacter un commercial
  • Tarifs et licences
  • Comment acheter

Se former

  • Documentation
  • Tutoriels
  • Exemples
  • Vidéos et webinars
  • Formation

Obtenir de l'aide

  • Aide à l'installation
  • MATLAB Answers
  • Services de consulting
  • Centre de gestion des licences
  • Contacter le support technique

La société

  • Offres d'emploi
  • Actualités
  • Mission sociale
  • Témoignages clients
  • La société
  • Select a Web Site United States
  • Trust Center
  • Marques déposées
  • Charte de confidentialité
  • Lutte anti-piratage
  • État des applications

© 1994-2022 The MathWorks, Inc.

  • Facebook
  • Twitter
  • Instagram
  • YouTube
  • LinkedIn
  • RSS

Rejoignez la conversation