Quantitative Finance

Investment Management, Risk Management, Algorithmic Trading, Econometric Modeling, Pricing and Insurance

다음에 대한 결과: 2025

Assessing Climate Impacts on Credit Risk

We recently hosted a technical webinar focused on climate transition risk, specifically assessing climate impacts on credit risk. Elre Oldewage and Sara Galante, both application engineers at… 더 읽어보기 >>

Simplifying Econometric Modeling with MATLAB

Econometric modeling is essential for analyzing economic data, making forecasts, and informing policy decisions, however, traditional approaches often require extensive coding expertise, making them… 더 읽어보기 >>

Celebrating 30 Years of Dynare and Its Global Impact with MATLAB 1

As we celebrate the 30th anniversary of Dynare, we at MathWorks would like to take a moment to reflect on its influence on the global economics community. Developed by Michel Juillard, Dynare has… 더 읽어보기 >>

Custom Portfolio Optimization: Balancing Objectives, Constraints, and Efficiency

The following blog was written by Marshall Alphonso Principal Engineer and Sara Galante, Senior Finance Application Engineer at MathWorks 
Watch the full webinar Custom Portfolio Optimization:… 더 읽어보기 >>

Physics-Informed Neural Networks (PINNs) for Option Pricing

The following post is from Jue Liu  from Columbia University and Yuchen Dong from MathWorks.
The example featured in the blog can be found on GitHub here.
View the Physics-Informed Neural Networks… 더 읽어보기 >>

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