The use of the new MATLAB Financial Kit for development of economical and financial models
AbstractThe growing interest of physical and mathematical researchers to new areas as: market modeling and prediction, risk management and option pricing, agent-based modeling, time series empirical analysis, is due mainly by the stochastic nature of most of the financial processes. Constraining by this interest it become actual to develop a comprehensive software environment, which in the frame of a common concept will use the same models, without the need of simplification for quantitative analysis. The main advantage for such approach is that it provides to the end-users (including also students) of rapid prototyping, high-quality visualization , and enhanced model testing. The purpose of this work is to demonstrate the usefulness and flexibility of the new MATLAB Financial Kit for development of the Option Pricing Tool. This Tool allows presentation of the obtained results in any convenient (for the user) form. It can start from loading the data (Database toolbox), Datafeed toolbox , EXEL link ), via the Financial toolbox (for quantitative modeling and analytical prototyping ) up to the results presentation (MATLAB Report Generator, MATLAB Runtime Server). This allows to take the existing MATLAB application and turn it into a stand-alone product.
Download InfoIf you experience problems downloading a file, check if you have the proper application to view it first. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.
Bibliographic InfoSoftware component provided by EconWPA in its series Computer Programs with number 0201001.
Date of creation: 28 Jan 2002
Date of revision:
Note: Type of Document - Word; prepared on PC; to print on HP/PostScript/; pages: 5 ; figures: included. I never published this Paper.
Contact details of provider:
Web page: http://220.127.116.11
MATLAB 6.1; A Financial Kit of Matlab 6.1; reading list or among the top items on IDEAS.Access and download statisticsgeneral information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (EconWPA).
If references are entirely missing, you can add them using this form.