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Informationen zum Autor ED MCCARTHY is a journalist, prolific finance writer, and MathWorks Certified MATLAB® Associate. His articles have appeared in Bloomberg Wealth Manager, CFA Institute Magazine, Institutional Investor, Financial Planning, Journal of Accountancy, and the Journal of Financial Planning. He is also author of The Financial Advisor's Analytical Toolbox and Fast Forward MBA in Personal Finance. Klappentext Master a Key Tool in Quantitative Finance Foundations of Computational Finance with MATLAB (R) is the long-awaited introductory guide to one of the most flexible and powerful computational platforms for finance. Whether you're planning for a career in corporate or investment finance, or you're looking to advance in one of those industries, this hands-on guide is your turnkey solution to understanding the ins and outs of MATLAB(R) and all the ways it enables you to get more out of your data sets, including nontraditional information, with new computational tools. This single guidebook is all you need to: Get up to speed quickly for real-world practice by mastering one of the best-suited platforms for quantitative finance Reinforce covered material with interactive learning by working through guided examples in the MATLAB(R) Command Window Develop the complete, up-to-date groundwork you need to build advanced skills Spreadsheets and calculators are a good start, but to keep pace with high- performing financial professionals, you need Foundations of Computational Finance with MATLAB (R) . Zusammenfassung Graduate from Excel to MATLAB (R) to keep up with the evolution of finance data Foundations of Computational Finance with MATLAB (R) is an introductory text for both finance professionals looking to branch out from the spreadsheet! and for programmers who wish to learn more about finance. Inhaltsverzeichnis Introduction xiii Why You Should Read This Book xiii The Intended Reader xiv Why MATLAB®? xiv How to Use This Book xvi Font Conventions xvi About the Author xvii MathWorks Information xviii References xviii Part I MATLAB Conventions and Basic Skills 1 Chapter 1 Working with MATLAB® Data 3 1.1 Introduction 3 1.2 Arrays 3 1.2.1 Numerical Arrays 4 1.2.2 Math Calculations with Scalars,Vectors, and Matrices 10 1.2.3 Statistical Calculations on Vectors and Matrices 16 1.2.4 Extracting Values from Numerical Vectors and Matrices 19 1.2.5 Counting Elements 26 1.2.6 Sorting Vectors and Matrices 28 1.2.7 Relational Expressions and Logical Arrays 31 1.2.8 Dealing with NaNs (Not a Number) 35 1.2.9 Dealing with Missing Data 39 1.3 Character Arrays 40 1.3.1 String Arrays 44 1.4 Flexible Data Structures 46 1.4.1 Cell Arrays 47 1.4.2 Structure ("struct") Arrays 49 1.4.3 Tables 51 References 60 Further Reading 60 Chapter 2 Working with Dates and Times 61 2.1 Introduction 61 2.2 Finance Background: Why Dates and Times Matter 61 2.2.1 First Challenge: Day Count Conventions 62 2.2.2 Second Challenge: Date Formats 63 2.3 Dates and Times in MATLAB 64 2.3.1 Datetime Variables 64 2.3.2 Date Conversions 73 2.3.3 Date Generation Functions with Serial Number Outputs 79 2.3.4 Duration Arrays 83 2.3.5 Calendar Duration Variables 86 2.3.6 Date Calculations and Operations 89 2.3.7 Plotting Date Variables Introduction 94 References 95 Chapter 3 Basic Programming with MATLAB® 97 3.1 Introduction 97 3.1.1 Algorithms 101 97 3.1.2 Go DIY or Use Built-In Code? 98 3.2 MATLAB Scripts and Functions 99 3.2.1 Scripts 99 3.2.2 Developing Functions 106
