Financial Time Series Analysis With Matlab

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:Common Problems in FinanceSensitivity of Bond Prices to Interest Rates Bond Portfolio for Hedging Duration and ConvexityBond Prices and Parallel Shifts in Yield Curve Bond Prices and Nonparallel Shifts in Yield CurveGreek-Neutral Portfolios of European Stock OptionsTerm Structure Analysis and Interest-Rate SwapsPlotting an Efficient FrontierPlotting Sensitivities of an OptionPlotting Sensitivities of a Portfolio of Options Financial Time Series AnalysisAnalyzing Financial Time SeriesCreating Financial Time Series ObjectsVisualizing Financial Time Series ObjectsUsing chartftsZoom ToolCombine Axes ToolUsing Financial Time SeriesWorking with Financial Time Series ObjectsFinancial Time Series Object StructureIndexing a Financial Time Series ObjectFinancial Time Series OperationsUsing Time Series to Predict Equity ReturnCreate Financial Time Series ObjectsCreate Closing Prices Adjustment SeriesAdjust Closing Prices and Make Them Spot PricesCreate Return SeriesRegress Return Series Against Metric DataPlot the ResultsCalculate the Dividend RateFinancial Time Series Tool (FTSTool)Getting Started with FTSToolLoading Data with FTSToolUsing FTSTool for Supported TasksCreating a Financial Time Series ObjectMerge Financial Time Series ObjectsConverting a Financial Time Series Object to a MATLABDouble-Precision MatrixPlotting the Output in Several FormatsViewing Data for a Financial Time Series Object in the Data TableModifying Data for a Financial Time Series Object in the Data TableViewing and Modifying the Properties for a FINTS ObjectUsing FTSTool with Other Time Series GUIsFinancial Time Series Graphical User Interface Using the Financial Time Series GUIData MenuAnalysis MenuGraphs MenuSaving Time Series DataTrading Date UtilitiesTrading Calendars Graphical User Interface UICalendar Graphical User Interface Technical AnalysisTechnical Indicators