Toolbox Compiler

Formation Matlab - 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
...

Pedagogical method : The training is based on small practical exercises based on the training book. No maths are done or explained during the training!

Suggested duration for presentiel training (days) : 5

Suggested duration for on-line training (days) : 6

Daily price in face-to-face : 625 CHF

Daily price in remote : 300 CHF

Daily price in remote for students : contact us (only if student card!)

Daily price in remote (with recording) : 3125 CHF

Prices are per day per trainee without course material, without certificate, without evaluation, without exam, without training room or computer (these are each optional and must be requested in addition in the contact form for the establishment of the quote).

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.