finance Matlab Toolbox

Preface......Page 11 Introducing the Financial Toolbox......Page 12 Expected Background......Page 13 Examples......Page 14 Related Products......Page 15 Prerequisites......Page 16 Compatibility......Page 17 Configuration Information......Page 18 Finding Additional Information......Page 19 Typographical Conventions......Page 20 Getting Started......Page 21 Referencing Matrix Elements......Page 23 Transposing Matrices......Page 25 Adding and Subtracting Matrices......Page 26 Multiplying Matrices......Page 27 Solving Simultaneous Linear Equations......Page 32 Operating Element-by-Element......Page 35 Input Arguments......Page 37 Function Output Arguments......Page 39 Interest Rate Arguments......Page 40 Tutorial......Page 41 Date Formats......Page 44 Date Conversions......Page 45 Determining Dates......Page 48 Formatting Currency......Page 52 High-Low-Close Chart Example......Page 53 Bollinger Chart Example......Page 54 Interest Rates / Rates of Return......Page 56 Depreciation......Page 57 Annuities......Page 58 Terminology......Page 60 SIA Framework......Page 62 SIA Default Parameter Values......Page 63 SIA Semi-Annual Yield Conventions......Page 66 Yield Functions......Page 67 Fixed-Income Sensitivities......Page 68 Term Structure of Interest Rates......Page 69 Sensitivity Measures......Page 72 Analysis Models......Page 73 Portfolio Optimization Functions......Page 77 Portfolio Construction Examples......Page 79 Linear Constraint Equations......Page 87 Specifying Additional Constraints......Page 90 Solving Sample Problems......Page 93 Sensitivity of Bond Prices to Changes in Interest Rates......Page 95 Constructing a Bond Portfolio to Hedge Against Duration and Convexity......Page 98 Sensitivity of Bond Prices to Parallel Shifts in the Yield Curve......Page 100 Constructing Greek-Neutral Portfolios of European Stock Options......Page 104 Term Structure Analysis and Interest Rate Swap Pricing......Page 107 Plotting an Efficient Frontier......Page 111 Plotting Sensitivities of an Option......Page 113 Plotting Sensitivities of a Portfolio of Options......Page 115 Function Reference......Page 119 Handling and Converting Dates......Page 120 Formatting Currency and Charting Financial Data......Page 122 Analyzing and Computing Cash Flows......Page 123 Fixed-Income Securities......Page 125 Analyzing Portfolios......Page 127 GARCH Processes......Page 128 Obsolete Bond Price and Yield Functions......Page 129 Alphabetical List of Functions......Page 130 Glossary......Page 409 Bibliography......Page 419 Derivatives Pricing and Yields......Page 420 Other References......Page 421 Index......Page 423