Financial Toolbox

Analyze financial data and develop financial models

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 functions and an app let you perform transformations or regressions with missing data and convert between different trading calendars and day-count conventions.

Stochastic State-Space Modeling of Financial Time-Series Data

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