Analyze financial data and develop financial models

Financial Toolbox™ provides functions for the mathematical modeling and statistical analysis of financial data. You can perform portfolio optimization taking into account turnover, transaction costs, semi-continuous constraints, and minimum or maximum number of assets. The toolbox enables you to estimate risk, model credit scorecards, analyze yield curves, price fixed-income instruments and European options, 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.

CECL and IFRS 9 Modeling in MATLAB: Measuring Lifetime Expected Credit Losses


Capabilities

Asset Allocation and Portfolio Optimization

Perform capital allocation, asset allocation, and risk assessment.

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Risk Analysis and Investment Performance

Analyze and assess risk and investment performance.

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Fixed-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.

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Financial Time Series Analysis

Analyze time series data in the financial markets.

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Regression and Estimation with Missing Data

Performing multivariate normal regression with or without missing data.

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Technical Indicators and Financial Charts

Use well-known technical indicators, performance metrics, and specialized plots.

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Monte Carlo Simulation of SDE Models

Use a variety of well-known Stochastic Differential Equation (SDE) models.

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Product Resources

Discover more about Financial Toolbox by exploring these resources.

Documentation

Explore documentation for Financial Toolbox functions and features, including release notes and examples.

Functions

Browse the list of available Financial Toolbox functions.

System Requirements

View system requirements for the latest release of Financial Toolbox.

Technical Articles

View articles that demonstrate technical advantages of using Financial Toolbox.

User Stories

Read how Financial Toolbox is accelerating research and development in your industry.

Community and Support

Find answers to questions and explore troubleshooting resources.


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Pricing and licensing

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Kawee

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Financial Toolbox Technical Expert

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