ACTU 483 : Lab Financial Mathematics

This course will allow students to learn to use the MATLAB Financial Toolbox™. It provides functions for mathematical modelling and statistical analysis of financial data. Optimize portfolios of financial instruments, optionally considering turnover and transaction costs.  The toolbox is used to estimate risk, analyses 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.