Financial Toolbox
Financial Toolbox™ provides functions for mathematical modeling and statistical analysis of financial data. You can optimize portfolios of financial instruments, optionally taking into account turnover and transaction costs. The toolbox enables you to estimate risk, analyze interest rate levels, price equity and interest rate derivatives, and measure investment performance. Time series analysis functions and an app let you perform transformations or regressions with missing data and convert between different trading calendars and day-count conventions.
开始
Learn the basics of Financial Toolbox
Data Preprocessing
Financial market data for dates and currencies
Financial Time Series
Time series, date transformations and merges, chart technical indicators
Financial Data Analytics
Cash flows and performance metrics, regression analysis, financial data charting
Portfolio Optimization and Asset Allocation
Create portfolios, evaluate composition of assets, perform mean-variance, CVaR, or mean absolute-deviation portfolio optimization
Credit Risk
Credit risk, transition probabilities for credit ratings, credit quality thresholds, credit scorecards
Price and Analyze Financial Instruments
Yield curves, valuation for fixed-income securities, equity derivatives pricing
Stochastic Differential Equation (SDE) Models
Parametric models, such as Geometric Brownian Motion (GBM) and Heston Volatility
You can also select a web site from the following list:
Americas
- América Latina(Español)
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Europe
- Belgium(English)
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- Norway(English)
- Österreich(Deutsch)
- Portugal(English)
- Sweden(English)
- Switzerland
- United Kingdom(English)
