Financial Modeling and Analysis

Get a Live Product  Demonstration   Mean-Variance Efficient Frontier   Call Option Sensitivity Measures (single option)   Call Option Sensitivity Measures (portfolio of options)   Capital Asset Pricing Model with Missing Data   Using the Hodrick-Prescott Filter to Reproduce Hodrick and Prescott's Original Resultl   Pricing American Basket Options by Monte Carlo Simulation   Market Risk Using Bootstrapping and Filtered Historical Simulation   Market Risk Using Extreme Value Theory and Copulas   Bootstrapping a Swap Curve   Fitting Interest Rate Curve Functions   Pricing a Portfolio Using the Black-Derman-Toy Model Math and Data Analysis   Factor Analysis   Bayesian Analysis for a Logistic Regression Model   Modelling Tail Data with the Generalized Pareto Distribution Introduction to MATLAB   Getting Started with MATLAB®   Working in the Development Environment   Writing a MATLAB Program   Calling MATLAB from C Code