| GARCH Toolbox |
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Expected Background
This guide is a practical introduction to the GARCH Toolbox. In general, it assumes you are familiar with the basic concepts of General Autoregressive Conditional Heteroscedasticity (GARCH) modeling.
In designing the GARCH Toolbox and this manual, we assume your title is similar to one of these:
- Analyst, quantitative analyst
- Risk manager
- Portfolio manager
- Fund manager, asset manager
- Economist
- Financial engineer
- Trader
- Student, professor, or other academic
We also assume your background, education, training, and responsibilities match some aspects of this profile:
- Finance, economics, perhaps accounting
- Engineering, mathematics, physics, other quantitative sciences
- Bachelor's degree minimum; MS or MBA likely; Ph.D. perhaps; CFA
- Comfortable with probability, statistics, and algebra
- May understand linear or matrix algebra, calculus, and differential equations
- Previously doing traditional programming (C, Fortran, etc.)
- May be responsible for instruments or analyses involving large sums of money
- Perhaps new to MATLAB
| | Software Requirements and Compatibility | | Technical Conventions | |