MATLAB 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 capabilities let you perform transformations or regressions with missing data and convert between different trading calendars and day-count conventions.The major themes
developed in this book are:Charting Financial DataAnalyzing and Computing Cash Flows Interest Rates/Rates of ReturnPresent or Future ValuesDepreciationAnnuitiesPricing and Computing Yields for
Fixed-IncomeSecuritiesCoupon Date CalculationsPricing FunctionsYield FunctionsFixed-Income SensitivitiesTerm Structure of Interest Rates Deriving an Implied Zero CurvePricing and Analyzing
Equity DerivativesIntroductionSensitivity MeasuresAnalysis ModelsAnalyzing PortfoliosPortfolio Optimization FunctionsPortfolio Construction ExamplesEfficient Frontier ExamplePortfolio Selection
and Risk AversionOptimal Risky PortfolioConstraint SpecificationLinear Constraint EquationsActive Returns and Tracking Error EfficientFrontierMean-Variance Portfolio Optimization ToolsPortfolio
Optimization TheoryPortfolio Optimization ProblemsPortfolio Problem SpecificationReturn ProxyRisk ProxyPortfolio Set for Portfolio OptimizationPortfolio ObjectPortfolio Object Properties and
MethodsWorking with Portfolio ObjectsSetting and Getting PropertiesDisplaying Portfolio ObjectsSaving and Loading Portfolio ObjectsEstimating Efficient Portfolios and FrontiersArrays of
Portfolio ObjectsSubclassing Portfolio ObjectsPortfolio Problem SufficiencySetting Up a List of Asset IdentifiersTruncating and Padding Asset ListsSetting Up an Initial or Current
PortfolioAsset Returns and Moments of Asset Returns Assignment Using the Portfolio Constructor Assignment Using the setAssetMoments Method Scalar Expansion of ArgumentsEstimating Asset Moments
from Time Series DataWorking with a Riskless AssetWorking with Transaction CostsWorking with Portfolio ConstraintsSetting Default Constraints for Portfolio WeightsWorking with Bound
ConstraintsWorking with Budget ConstraintsWorking with Group ConstraintsWorking with Group Ratio ConstraintsWorking with Linear Equality Constraints Working with Linear Inequality
ConstraintsValidate the Portfolio ProblemEstimate Efficient PortfoliosEstimate Efficient FrontiersAsset AllocationPortfolio Optimization Examples
