MATLAB for Financial Applications

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.

Topics include:

  • Working with the MATLAB user interface
  • Importing data from spreadsheets and other sources, including from data feeds such as Bloomberg
  • Representing financial data in MATLAB
  • Fitting curves and functions to market data
  • Working with dates and times
  • Visualising time and price series characteristics using 2-D and 3-D plots
  • Filtering large datasets based on logical criteria to create back tests
  • Automating tasks, such as financial data cleaning and daily reporting, using code files
  • Using programming constructs to develop algorithms for trading strategies and other financial models
  • Performing financial data analysis, modelling, and simulation
  • Generating reports on your results and methodology that can be shared with clients and regulators

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.

Download the course outline

“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.