April 9, 2025This module harnesses the MATLAB® engine to perform a mean-variance optimization of a portfolio based on expected returns, covariance and…- April 9, 2025This module harnesses the MATLAB® engine to compute the singular value decomposition of a matrix.
- April 9, 2025This module harnesses the MATLAB® engine to compute the Kolmogorov-Smirnov P-value on a table set. This P-value can be used…
- April 9, 2025This module harnesses the MATLAB® engine to compute the greeks of vanilla derivatives (calls or puts) assuming Black-Scholes pricing.
- April 9, 2025This module harnesses the MATLAB® engine to approximate using a Monte-Carlo simulation various quantites related to the counterparty risk exposure,…
- April 9, 2025This module harnesses the MATLAB® engine to compute bond attributes such as Yield, Price, Convexity, Duration and Spread.
- April 9, 2025This module harnesses the MATLAB® engine to compute any of a variety of basic statistics on an entire table set.
- April 9, 2025This module harnesses the MATLAB® engine to compute any of a variety of basic mathematical operations (e.g. find log returns…
