Thank you for sending your enquiry! One of our team members will contact you shortly.
Thank you for sending your booking! One of our team members will contact you shortly.
Course Outline
Section I – Core MATLAB Concepts
Fundamentals of MATLAB
- Navigating the MATLAB interface
- Understanding variables and assignment statements
- Foundational data objects: Vectors, Matrices, and Tables
- Essential data manipulation techniques
- Working with character arrays and strings
- Evaluating relational expressions
- Utilizing built-in numerical functions
- Importing and exporting data
- Data visualization, graphic settings, annotations, and customization
Programming in MATLAB
- Streamlining commands through scripts
- Logical control and flow management: if statements, switch cases, and nested conditions
- Implementing loop structures and vectorized code for efficiency
- Developing custom functions
Handling Financial Data
- Data structures: Cell arrays, Structures, Tables, and Time series data
- Managing dates and times effectively
- Converting between data types and performing operations
- Modifying tables and executing table-specific operations
- Data filtering, indexing, logical indexing, and categorization
- Data preparation procedures:
- Addressing missing values
- Cleaning data and identifying outliers
- Applying data transformations
- Leveraging statistical functions
Section II – Practical Financial Applications
Key MATLAB Toolboxes for Financial Analysis
- Financial Toolbox
- Financial Instruments Toolbox
- Trading Toolbox
- Risk Management Toolbox
- Econometrics Toolbox
- Optimization Toolbox
- Statistics Toolbox
Introduction to Financial Modelling
- Concepts of random variables, probability distributions, and stochastic processes
- Fitting distributions to data
- Linear regression analysis
- Simulation modelling: Monte Carlo methods
- Optimization modelling techniques
- Optimization strategies under uncertainty
Analyzing Regression and Volatility
- Linear regression principles
- Identifying spurious regressions
- Understanding nonstationarity
- Cointegration analysis
- Conditional volatility models: ARCH and GARCH
Portfolio Theory and Asset Allocation
- The dividend discount model
- Modern portfolio theory
Asset Pricing Models
- CAPM (Capital Asset Pricing Model)
Market Risk Management
- Calculating Value at Risk (VaR) via historical simulation
- Estimating VaR through Monte Carlo simulation
- Integrating VaR with Principal Component Analysis (PCA)
Optimization Methods
- Convex optimization
- Linear programming
- Dynamic programming
- Non-convex optimization techniques
Requirements
It is recommended to have A-level mathematics or economics qualifications, or relevant professional experience in the field, to fully benefit from this content.
21 Hours
Testimonials (2)
The many examples and the building of the code from start to finish.
Toon - Draka Comteq Fibre B.V.
Course - Introduction to Image Processing using Matlab
Many useful exercises, well explained
