MATLAB FINANCIAL DERIVATIVES TOOLBOX Uživatelský manuál stáhnout pdf (Strana 5)

Matlab features a family of add-on application-specific solutions called

toolboxes. A toolbox is a comprehensive collection of Matlab functions (M-

files) that extend the Matlab environment to solve particular classes of

problems. For example, the Financial Toolbox includes ready to use

functions that provide a complete integrated computing environment for

financial analysis and engineering. The toolbox has everything you need to

perform mathematical and statistical analysis of financial data and display

the results with presentation-quality graphics. With MATLAB and the

Financial Toolbox, you can: compute and analyze prices, yields, and

sensitivities for derivatives and other securities, and for portfolios of

securities; analyze or manage portfolios; design and evaluate hedging

strategies and many more.

This handout is about a brief introductory course in the most important

parts of Matlab. After finishing this, you will be able to:

i. Utilize the basic mathematical operations;

ii. Get know the general purpose commands of Matlab;

iii. Become familiar with some of the elementary functions, matrix

and numerical linear algebra functions, as well as some graphic

and plot commands;

iv. Manipulate matrices (i.e. create and edit vectors and matrices,

build a larger matrix from a smaller one, etc);

v. Learn how to use the relational operators (<, >, <=, >=, ==, ~=) and

logical operators (& AND, | OR, ~ NOT);

vi. Recognize built in variables, define new ones and performing

computations with them;

vii. Learn how to use if and switch statements;

viii. Learn how to correctly utilize loop commands, such as the for loop,

and the while loop;

ix. Write and edit your own m-files and functions for solving a specific

problem;

x. …Numerous other utilities and uses depending on your will to learn

and utilize this technical language.

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MATLAB FINANCIAL DERIVATIVES TOOLBOX Uživatelský manuál Strana 5