Preface
Introducing the Financial Toolbox
Using This Guide
Expected Background
Organization of the Document
Examples
Related Products
Prerequisites
Compatibility
Configuration Information
Additional Resources
Financial Demonstration Programs
Finding Additional Information
Typographical Conventions
Examples
Overview
Using Matrix Functions for Finance
Key Definitions
Referencing Matrix Elements
Transposing Matrices
Matrix Algebra Refresher
Adding and Subtracting Matrices
Multiplying Matrices
Dividing Matrices
Solving Simultaneous Linear Equations
Operating Element-by-Element
Function Input/Output Arguments
Input Arguments
Function Output Arguments
Interest Rate Arguments
Tutorial
Handling and Converting Dates
Date Formats
Date Conversions
Current Date and Time
Determining Dates
Formatting Currency
Charting Financial Data
High-Low-Close Chart Example
Bollinger Chart Example
Analyzing and Computing Cash Flows
Interest Rates/Rates of Return
Present or Future Values
Depreciation
Annuities
Pricing and Computing Yields for Fixed-Income Securities
Terminology
SIA Framework
SIA Default Parameter Values
SIA Coupon Date Calculations
SIA Semi-Annual Yield Conventions
Pricing Functions
Yield Functions
Fixed-Income Sensitivities
Term Structure of Interest Rates
Pricing and Analyzing Equity Derivatives
Sensitivity Measures
Analysis Models
Analyzing Portfolios
Portfolio Optimization Functions
Portfolio Construction Examples
Linear Constraint Equations
Specifying Additional Constraints
Solving Sample Problems
Common Problems in Finance
Sensitivity of Bond Prices to Changes in Interest Rates
Constructing a Bond Portfolio to Hedge Against Duration and Convexity
Sensitivity of Bond Prices to Parallel Shifts in the Yield Curve
Constructing Greek-Neutral Portfolios of European Stock Options
Term Structure Analysis and Interest Rate Swap Pricing
Producing Graphics with the Toolbox
Plotting an Efficient Frontier
Plotting Sensitivities of an Option
Plotting Sensitivities of a Portfolio of Options
Functions - By Category
Handling and Converting Dates
Formatting Currency
Charting Financial Data
Analyzing and Computing Cash Flows
Fixed-Income Securities
Analyzing Portfolios
Pricing and Analyzing Derivatives
GARCH Processes
Obsolete Bond Price and Yield Functions
Obsolete BDT Functions
Functions - Alphabetical List
Glossary
Bibliography
Bond Pricing and Yields
Term Structure of Interest Rates
Derivatives Pricing and Yields
Portfolio Analysis
Other References
Printable Documentation (PDF)
Product Page (Web)