# MATLAB for Financial Applications Training Course

matfin

## Duration

21 hours (usually 3 days including breaks)

## Requirements

There are no specific requirements needed to attend this course.

## 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

## Bookings, Prices and Enquiries

Guaranteed to run even with a single delegate!
Private Classroom

Private Classroom
Participants are from one organisation only. No external participants are allowed. Usually customised to a specific group, course topics are agreed between the client and the trainer.
Private Remote
From £3900
Private Remote
The instructor and the participants are in two different physical locations and communicate via the Internet. More Information

The more delegates, the greater the savings per delegate. Table reflects price per delegate and is used for illustration purposes only, actual prices may differ.

Number of Delegates Private Remote
1 £3900
2 £2625
3 £2200
4 £1988
Public Classroom
From £4350
(96)
Public Classroom
Participants from multiple organisations. Topics usually cannot be customised

The more delegates, the greater the savings per delegate. Table reflects price per delegate and is used for illustration purposes only, actual prices may differ.

Number of Delegates Public Classroom
1 £4350
2 £2875
3 £2383
4 £2138
Cannot find a suitable date? Choose Your Course Date >>

## Upcoming Courses

VenueCourse DateCourse Price [Remote / Classroom]
Birmingham Wed, 2018-02-07 09:30£3900 / £4875
Manchester, King StreetWed, 2018-02-07 09:30£3900 / £4875
Edinburgh Training and Conference VenueWed, 2018-02-07 09:30£3900 / £4125
Portsmouth TechnopoleMon, 2018-02-12 09:30£3900 / £4350
OxfordMon, 2018-02-19 09:30£3900 / £4725