# MATLAB for Financial Applications Training Course

matfin

## Duration

21 hours (usually 3 days including breaks)

## Requirements

A-level maths or economics, or relevant experience in the workplace, is advisable for this material

## Overview

MATLAB is a numerical computing environment and programming language developed by MathWorks.

## Part I – Matlab Fundamentals

### Matlab Basics

• Matlab User interface
• Variables and Assignments Statements
• Basic data objects: Vector, Matrix, Table
• Basic data manipulation
• Character and Strings objects
• Relational expressions
• Built-in numerical functions
• Data Import/Export
• Visualizing data, Graphics options, Annotations, customizing graphics

### Matlab Programming

• Automating commands with scripts
• Logic and flow control - if, if-else, switch, nested ifs
• Loop statements and vectorized code
• Writing functions

### Working with Financial Data

• Data objects – Cell arrays, Structures, Tables, Time series
• Working with dates and times
• Conversion amongst different data types, data operations
• Modifying tables, table operations
• Data filtering, Indexing, Logical indexing, Categories
• Data preparation:
1. Dealing with Missing data
2. Cleaning data, Unusual observations
3. Data Transformations
• Statistical functions

## Part II – Financial Applications

### Overview of Matlab toolboxes relevant to Financial Analysis

• Financial Toolbox
• Financial Instruments Toolbox
• Risk Management Toolbox
• Econometrics Toolbox
• Optimization Toolbox
• Statistics Toolbox

### Financial modelling basics

• Random variables, probability distributions, random processes
• Distribution fitting
• Linear regression
• Simulation modelling – Monte Carlo Simulation
• Optimization modelling
• Optimization under uncertainty

### Regression and volatility

• Linear regression
• Spurious regression
• Nonstationarity
• Cointegration
• Conditional volatility models ARCH, GARCH

### Portfolio theory and asset allocation

• Dividend discount model
• Modern portfolio theory

• CAPM

### Market risk management

• VAR by the historical simulation
• VAR by Monte Carlo simulation
• VAR and PCA

### Optimization methods

• Convex optimization
• Linear Programming
• Dynamic Programming
• Non-convex optimization

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## Bookings, Prices and Enquiries

Guaranteed to run even with a single delegate!

From £4350

From £3900 (103)

### Public Classroom

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## Course Discounts

Course Venue Course Date Course Price [Remote / Classroom]
Excel VBA Introduction Belfast City Centre Mon, 2018-09-03 09:30 £2178 / £2678
Introduction to Selenium York - Priory Street Centre Tue, 2018-09-04 09:30 £1089 / £1239
Minitab for Statistical Data Analysis Cambridge Mon, 2018-09-10 09:30 £2574 / £3024
AWS: A Hands-on Introduction to Cloud Computing Edinburgh Training and Conference Venue Tue, 2018-09-11 09:30 £1287 / £1487
JMeter Fundamentals and JMeter Advanced Birmingham Tue, 2018-09-18 09:30 £2178 / £2828
Test Automation with Selenium St Helier, Jersey, Channel Isles Tue, 2018-09-18 09:30 £2970 / £4395
Jenkins: Continuous Integration for Agile Development Manchester, King Street Thu, 2018-10-18 09:30 £2574 / £3224
CakePHP: Rapid Web Application Development Birmingham Tue, 2018-11-06 09:30 £4356 / £5656