Matlab Training - Toolbox Compiler

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Matlab Training - Toolbox Compiler in Geneva, Zurich, Huston, San-Antonio, Dallas, Los Angeles, San Diego, New York, Washington, Chicago, San Francisco and anywhere in Switzerland, USA, Great Britain and Germany.


625.-/d
ID : 987

Goal : This training provides a comprehensive introduction to the MATLAB technical computing environment for financial analysts and engineers focusing on using Financial Toolbox, Econometric Toolbox and Optimization Toolbox. The course is intended for beginner users and those looking for a review. No prior programming experience or knowledge of MATLAB is assumed but the mathematical aspect of models are supposed to be know. Themes of data analysis, visualization, modelling, and programming are explored throughout the course, with an emphasis on practical elementary application to finance, such as time-series analysis, fixed-income security valuation, portfolio management, options and derivatives, and Monte Carlo simulation.

Audience : Market, credit, operational, regulatory and liquidity risk actors, Trading and portfolio management quant analysts, Asset Liability Managers, Insurance and Actuarial Sciences Professionals.

Prerequisites : Knowledge of mathematical aspects, limitations and parameters of Master/PhD level financial models (no maths will be explained during the training!) and comprehension of MATLAB Optimization Toolbox.

Goals :
  • Introduction
  • Elementary concepts
  • EC: Fractional prices formatting
  • EC:  Maximum Drawdown
  • EC: Present and future values
  • EC: Amortization and depreciation techniques (SLN, SYD, DB, DDB)
  • EC: Loans and Credits (PMT, PPMT, IPMT, PV)
  • EC: Annuities (postnumerando actual/forward PV, postnumerando NPER/ANNURATE)
  • EC: Corporate finance (NPV/IRR, Periodic NPV/IRR, non-Periodic NPV/IRR, MIRR)
  • Treasure bonds/Securities (TBS)
  • TBS: Clean price of a security,TBS: Price of treasury bond/security
  • TBS: Yield of a treasury bond
  • TBS: Discount rate of a security
  • TBS: Annual yield for a discounted security
  • TBS: Bond duration and Macaulay duration
  • TBS: Bond duration and convexity
  • Options/Derivatives Pricing (included out of the box) (ODP)
  • ODP: Pricing European Call & Put
  • ODP: European Call & Put implied volatility
  • ODP:  European Call & Put delta / gamma / vega / theta / lambda / theta / rho

Pedagogical method : A certificate will be awarded to each participant who has attended at least 80% of the training.

Suggested duration (days) : 5

Daily price : 625 CHF
Price per day per trainee without course material, without certificate, without evaluation, without training room or computer

Book
  • Title : MATLAB
  • Author(s) : Vincent Isoz
  • Pages : 1337
  • ISBN :

Tags : matlab training, matlab course, matlab finance, matlab econometrics, optimization toolbox, global optimization toolbox, portfolio diversification, portfolio management, markowitz model, black-litterman model, black & scholes, calibration, volatility, drawdown, capm, value at risk, backtesting, shapiro.