FINANCIAL TIME SERIES ANALYSIS with MATLAB

MATLAB 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 capabilities let you perform transformations or regressions with missing data and...
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MATLAB 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 capabilities let you perform transformations or regressions with missing data and convert between different trading calendars and day-count conventions.The major themes developed in this book are:Common Problems in Finance Sensitivity of Bond Prices to Interest Rates Bond Portfolio for Hedging Duration and Convexity Bond Prices and Parallel Shifts in Yield Curve Bond Prices and Nonparallel Shifts in Yield Curve Greek-Neutral Portfolios of European Stock Options Term Structure Analysis and Interest-Rate Swaps Plotting an Efficient Frontier Plotting Sensitivities of an Option Plotting Sensitivities of a Portfolio of Options Financial Time Series AnalysisAnalyzing Financial Time Series Creating Financial Time Series Objects Visualizing Financial Time Series Objects Using chartfts Zoom Tool Combine Axes ToolUsing Financial Time SeriesWorking with Financial Time Series Objects Financial Time Series Object Structure Indexing a Financial Time Series Object Financial Time Series Operations Using Time Series to Predict Equity Return Create Financial Time Series Objects Create Closing Prices Adjustment Series Adjust Closing Prices and Make Them Spot Prices Create Return Series Regress Return Series Against Metric Data Plot the Results Calculate the Dividend Rate Financial Time Series Tool (FTSTool)Getting Started with FTSTool Loading Data with FTSTool Using FTSTool for Supported Tasks Creating a Financial Time Series Object Merge Financial Time Series Objects Converting a Financial Time Series Object to a MATLABDouble-Precision Matrix Plotting the Output in Several Formats Viewing Data for a Financial Time Series Object in the Data Table Modifying Data for a Financial Time Series Object in the Data Table Viewing and Modifying the Properties for a FINTS Object Using FTSTool with Other Time Series GUIs Financial Time Series Graphical User Interface Using the Financial Time Series GUI Data Menu Analysis Menu Graphs Menu Saving Time Series DataTrading Date UtilitiesTrading Calendars Graphical User Interface UICalendar Graphical User Interface Technical AnalysisTechnical Indicators