EconPapers    
Economics at your fingertips  
 

The use of the new MATLAB Financial Kit for development of economical and financial models

E A Akkerman
Additional contact information
E A Akkerman: Ben-Gurion University in the Negev,Israel

Computer Programs from EconWPA

Abstract: The growing interest of physical and mathematical researchers to new areas as: market modeling and prediction, risk management and option pricing, agent-based modeling, time series empirical analysis, is due mainly by the stochastic nature of most of the financial processes. Constraining by this interest it become actual to develop a comprehensive software environment, which in the frame of a common concept will use the same models, without the need of simplification for quantitative analysis. The main advantage for such approach is that it provides to the end-users (including also students) of rapid prototyping, high-quality visualization , and enhanced model testing. The purpose of this work is to demonstrate the usefulness and flexibility of the new MATLAB Financial Kit for development of the Option Pricing Tool. This Tool allows presentation of the obtained results in any convenient (for the user) form. It can start from loading the data (Database toolbox), Datafeed toolbox , EXEL link ), via the Financial toolbox (for quantitative modeling and analytical prototyping ) up to the results presentation (MATLAB Report Generator, MATLAB Runtime Server). This allows to take the existing MATLAB application and turn it into a stand-alone product.

Keywords: MATLAB 6.1; A Financial Kit of Matlab 6.1 (search for similar items in EconPapers)
Date: 2002-01-28
Note: Type of Document - Word; prepared on PC; to print on HP/PostScript/; pages: 5 ; figures: included. I never published this Paper.
References: Add references at CitEc
Citations Track citations by RSS feed

Downloads: (external link)
http://128.118.178.162/eps/prog/papers/0201/0201001.pdf (application/pdf)
http://128.118.178.162/eps/prog/papers/0201/0201001.ps.gz (application/postscript)
http://128.118.178.162/eps/prog/papers/0201/0201001.doc.gz (application/msword)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: http://EconPapers.repec.org/RePEc:wpa:wuwppr:0201001

Access Statistics for this software item

More software in Computer Programs from EconWPA
Series data maintained by EconWPA ().

 
Page updated 2012-09-08
Handle: RePEc:wpa:wuwppr:0201001