Search
Code Directory
 ASP
 ASP.NET
 C/C++
 CFML
 CGI/PERL
 Delphi
 Development
 Flash
 HTML
 Java
 JavaScript
 Pascal
 PHP
 Python
 SQL
 Tools
 Visual Basic & VB.NET
 XML
New Code
Australia Post eParcel For Magento 1.1.1
Source Control for SQL Server 2.0
Answers phpSoftPro 3.12
Exlcart 2.0
School College ERP 1.3.2
White-label Grocery Delivery App Solution 2.0
Best Classified Script 5.1
Readymade B2B Script 1.3.1
Uber Clone with Safety Measure Addons 2.0
Equity Investing Software 1.3.2
C# QR Code Generator 2020.6.0.0
The .Net PDF Library 2020.7.1
dbExpress driver for MySQL 7.2
dbForge Documenter for Oracle 1.2
dbForge Studio for Oracle 4.2
Top Code
dbExpress driver for MySQL 3.00
dbForge Studio for Oracle 3.10
Database Workbench Pro 5.7.4
Availability Booking Calendar PHP 1.0
ATN Site Builder 3.0
ATN Resume Finder 2.0
PHP Review Script 1.0
Invoice Manager by PHPJabbers 3.0
Aglowsoft SQL Query Tools 8.2
Solid File System OS edition 5.1
ICPennyBid Penny Auction Script 4.0
Classified Ad Lister 1.0
dbForge Data Generator for Oracle 2.2
Deals and Discounts Website Script 1.0.2
Extreme Injector 3.7
Top Rated
phpEnter 5.1.
Single Leg MLM 1.2.1
Azizi search engine script PHP 4.1.10
Paste phpSoftPro 1.4.1
Extreme Injector 3.7
Deals and Discounts Website Script 1.0.2
Solid File System OS edition 5.1
Classified Ad Lister 1.0
Aglowsoft SQL Query Tools 8.2
Invoice Manager by PHPJabbers 3.0
ICPennyBid Penny Auction Script 4.0
PHP Review Script 1.0
ATN Resume Finder 2.0
ATN Site Builder 3.0
Availability Booking Calendar PHP 1.0
Using MATLAB(R) and Symbolic Math Toolbox(TM) to Develop and Analyze Financial Models 1.0
File ID: 79835






Using MATLAB(R) and Symbolic Math Toolbox(TM) to Develop and Analyze Financial Models 1.0
Download Using MATLAB(R) and Symbolic Math Toolbox(TM) to Develop and Analyze Financial Models 1.0http://www.mathworks.comReport Error Link
License: Freeware
File Size: 307.2 KB
Downloads: 10
Submit Rating:
Using MATLAB(R) and Symbolic Math Toolbox(TM) to Develop and Analyze Financial Models 1.0 Description
Description: These files introduce how Symbolic Math Toolboxd-OC?D? can be used to evaluate Nelson Siegel and Svensson models, which are 2 widely used techniques for modeling yield data. We demonstrate how you can define the models in the MuPAD notebook interface and perform some basic analysis and visualization of the models. We then show how you can calculate analytical Jacobians for the models, and use these Jacobians to help speed up an optimization where model parameters are optimized such that they fit government bond data as well as possible.

You will need MATLABdlT«, Symbolic Math Toolbox, and Statistics Toolboxd-OC?D? to run this demo.

To run this demo, execute Yield_Curve_Optimization.m. Make sure to evaluate the contents of yieldCurve_models.mn before importing variables from the notebook using getVar. You can evaluate the entire notebook by going to the 'Notebook' menu and selecting 'Evaluate All'.

License: Freeware

Related: Toolbox, matlab, Statistics, demoto, Execute, possibleyou, Government, Optimization, Model, parameters, optimized, yield curve optimizationm, Contents, Notebook, selecting, Evaluate, all039, entire

O/S:BSD, Linux, Solaris, Mac OS X

File Size: 307.2 KB

Downloads: 10



More Similar Code

Files used in the Webinar "Developing a Financial Market Index Tracker using MATLAB OOP and Genetic Algorithms"

The zip file contains the data and files used to develop an application to track a market index using Genetic algorithm. The initial algorithm is then wrapped up in MATLAB OOP to create an applcation, which can then be tested against the data. Also included aresimple demo files of both genetic algorithms and...



"Dynamical Systems with Applications using MATLAB" covers standard material for an introduction to dynamical systems theory. The text deals with both discrete and continuous systems.

There are applications in mechanical...



This video describes symbolic math functions in MATLAB in the Czech language. It's the tenth part of complete video tutorial about MATLAB and SIMULINK. Symbolic Math Toolbox is needed.
AVI file is compressed by WinZIP, TechSmith Screen...



This tutorial shows how to solve optimal control problems with functions shipped with MATLAB (namely, Symbolic Math Toolbox and bvp4c). Steepest descent method is also implemented to compare with bvp4c.
The examples are taken from some...



Programs and utility functions using the Symbolic Math Toolbox are provided to analyze vectors and tensors in general curvilinear coordinates. The programs perform the following functions:
1) runcoord plots intersecting coordinate surfaces...



Demo files from the 30 August 2007 Webinar - Reliability Analysis and Robust Design using MATLAB(R) Products"

Webinar direct link: http://www.mathworks.com/wbnr14894

You will need MATLAB and Statistics Toolbox,...



This demo shows examples of using the MATLAB Symbolic Math Toolbox for Ordinary Differential Equations (ODE). The examples range from relatively basic to rather advanced, and are placed according to the topics, as traditionally covered in...



A wrap of fmincon to calculate gradients using symbolic math toolbox. This is one of applications of symbolic math toolbox for optimization. Due to limitations of the symbolic math toolbox, objective and constraint functions have to be supported...



A wrap of lsqnonlin to calculate Jacobian using symbolic math toolbox. This is one of applications of symbolic math toolbox for optimization. Due to limitations of the symbolic math toolbox, the objective function must be supported by the symbolic...



PutGetFile2 can be used to get and put files using matlab uigetfile and iputfile.Script provides memory files that remmbers the last location in which user used uigetfile and uiputfile seperatley.

User Review for Using MATLAB(R) and Symbolic Math Toolbox(TM) to Develop and Analyze Financial Models
- required fields
     

Please enter text on the image