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 functions let you perform transformations or regressions with missing data and convert between different trading calendars and day-count conventions.
Analyze financial data and develop financial models
Financial Toolbox Capabilities
Financial Risk Management: Improving Model Governance with MATLAB
Capabilities
Asset Allocation and Portfolio Optimization
Perform capital allocation, asset allocation, and risk assessment.
Learn moreRisk Analysis and Investment Performance
Analyze and assess risk and investment performance.
Learn moreFixed-Income Analysis and Option Pricing
Calculate present and future values and depreciation. Determine nominal and effective internal rates of return, along with periodic interest rates.
Learn moreRegression and Estimation with Missing Data
Performing multivariate normal regression with or without missing data.
Learn moreTechnical Indicators and Financial Charts
Use well-known technical indicators, performance metrics, and specialized plots.
Learn moreMonte Carlo Simulation of SDE Models
Use a variety of well-known Stochastic Differential Equation (SDE) models.
Learn moreProduct Resources
Discover more about Financial Toolbox by exploring these resources.
Documentation
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Functions
Browse the list of available Financial Toolbox functions.
System Requirements
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Technical Articles
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User Stories
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Community and Support
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Financial Toolbox requires: Statistics and Machine Learning Toolbox, Optimization Toolbox, MATLAB
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