Learning About the Financial Derivatives Toolbox

• Overview describes interest rate models, bushy and recombinent trees, instrument types, and instrument portfolio construction.
• Using Financial Derivatives describes techniques for computing prices and sensitivities based upon the interest rate term structure, the Heath-Jarrow-Morton (HJM) model of forward rates, and the Black-Derman-Toy (BDT) interest rate model.
• Hedging Portfolios describes functions that minimize the cost of hedging a portfolio given a set of target sensitivities or minimize portfolio sensitivities for a given set of maximum target costs.
• Function Reference describes the functions used for interest rate environment computations, instrument portfolio construction and manipulation, and for Heath-Jarrow-Morton and Black-Derman-Toy modeling.
• You can find a list of the terms used in this book in the Glossary.
• The Release Notes summarize the new features.

 Finding Functions

Browse functions by following these links:

• Functions - Alphabetical List
• Functions - By Category

 Printing the Documentation

Printable versions of Financial Derivatives Toolbox User's Guide and Financial Derivatives Toolbox Release Notes are available in PDF format.

 Related Products

The MathWorks provides several related products relevant to the tasks you can perform with the Financial Derivatives Toolbox.