This course provides a comprehensive introduction to the MATLAB technical computing environment for those in the financial industry. The course has been developed for Financial Analysts, Risk Managers, Portfolio Managers, Investment Analysts, Financial Engineers, Quantitative Analysts, Financial Consultants and others involved in financial analysis and modelling.
Themes of data analysis, visualisation, modelling, and programming are explored throughout the course, with an emphasis on practical application to finance, such as time-series analysis, fixed-income security valuation, portfolio management, options and derivatives, and Monte Carlo simulation. The course demonstrates core functionality of MATLAB through the development of a trading strategy.
MATLAB is currently used by some of the most successful institutions in the industry, such as the top 15 asset management companies, 9 of the top 10 US commercial banks, the top 4 South African banks, and the reserve banks of all OECD member countries. This training course attended by financial professionals around the world looking to accelerate their financial modelling and analysis with MATLAB.
Prerequisites: Undergraduate-level mathematics and experience with basic computer operations.
“The course content is excellent and covers a wide variety of topics. I also enjoyed the practical aspects of the course as it helps you in understanding complex concepts much better”. – Karlien de Clercq, Quantitative Analyst at Investec.