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Events - Seminars

Hands-On Workshop: Introduction to MATLAB for Computational FinanceWorkshop

Seminar Overview

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During this workshop, you will have the ability to do hands-on exercises by using the MATLAB® environment yourself.

At the beginning, you will get a general introduction to the MATLAB environment and information on how to execute some basic calculations and commands. After this, you will go through a series of analysis and modeling steps for analyzing financial time series and for speeding up your model development. At the end of this workshop, you will have an idea of how this tool can help you to analyze and model financial data, and how you can make your work available to others.

This workshop isn’t a training course, but it will give you a good overview on what you can do with MATLAB and how to work with it.

Requirements

  • No previous MATLAB knowledge required or suggested.
  • Please note that it is necessary that you bring your own laptop to this session.
  • A free trial version of MATLAB, Spreadsheet Link™ EX, the Financial, Optimization and Statistics Toolbox™, Econometrics Toolbox™, MATLAB Compiler™ and MATLAB Builder™ EX will be provided one week prior to the event.
    You need to install and activate these products before the event!



Thank you for your interest in MathWorks Seminars. There are no dates currently scheduled for this Seminar. For more information on our seminars and products contact MathWorks sales or please visit:


Who Should Attend

Everybody with no previous MATLAB knowledge interested to learn how to use this tool for the following areas:
• Portfolio management
• Risk Analysis
• Quantitative Analysis
• Analytical researches
• Economics
• Insurance calculations

Seminar Highlights

  • Make first steps in MATLAB to get an idea of how this tool can help you to analyze and visualize financial data, and how you can make your work available to others
  • Get an overview about the MATLAB Family of products for Finance

Time Schedule

Geneva: The workshop takes place from 09:30 - 13:00. Registration starts at 09:00.
Thanks for your interest, the workshop is fully booked.
To sign up for the waiting list, please email us.

Zurich: The a.m. session takes place from 09:00 - 12:30. Registration starts at 08:30.
The p.m. session takes place from 14:00 - 17:30. Registration starts at 13:45.
Thanks for your interest, both sessions are fully booked.
To sign up for the waiting list, please email us (please specify session you would like to attend).

Agenda

Registration and coffee

Introduction - About The MathWorks

Portfolio Optimization
Get familiar with the environment and perform some elementary tasks:
• Import stock data from Excel sheets
• Visualize stocks and returns
• Use mean-variance analysis to generate optimal portfolios

Break

Risk Management
• Choose a suitable portfolio
• Compute historical and parametric Value at Risk
• Perform GARCH analysis to estimate VaR

Break

Develop and Deploy an Application
• Build a graphical user interface
• Create a standalone application
• Integrate standalone component into Excel

Wrap-Up

Close



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