Financial Toolbox

Overview

This chapter uses MATLAB to review the fundamentals of matrix algebra you need for financial analysis and engineering applications. It contains these sections:

• Using Matrix Functions for Finance

• Reviews Key Definitions and some matrix algebra fundamentals, such as Referencing Matrix Elements and Transposing Matrices.

• Matrix Algebra Refresher

• Provides a brief refresher on using matrix functions in financial analysis and engineering

• Function Input/Output Arguments

• Describes acceptable formats for providing data to MATLAB and the resulting output from computations on the supplied data.

This material explains some MATLAB concepts and operations using financial examples to help get you started.

Typographical Conventions

Using Matrix Functions for Finance