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Quantitative Finance

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

Results for: Options and Derivatives

Systemic Risk Modeling with MATLAB: Tools and Techniques for Central Banks

Posted by Ciara McGahey,

Systemic risk modeling is essential for central banks as financial systems grow more interconnected and vulnerable to sudden shocks. From market implied indicators to climate stress testing and… read more >>

Category: 
Back Testing,
Econometrics,
Options and Derivatives,
Risk Management,
Time Series

Pricing Special Purpose Vehicles with Physics‑Informed Neural Networks at Nasdaq Private Market

Posted by Ciara McGahey,

Summary
Nasdaq Private Market (NPM) used MATLAB® to prototype and scale physics‑informed neural networks (PINNs) that price Special Purpose Vehicles (SPVs) with embedded carried interest and… read more >>

Category: 
Artificial Intelligence,
Asset Management,
Deep Learning,
Forecasting,
Options and Derivatives,
Risk Management,
Time Series

Top MATLAB Quantitative Finance Resources now on GitHub

Posted by David Willingham,

The following blog was written by Sara Galante, Senior Finance Application Engineer at Mathworks. 
MathWorks now has a curated selection of quant finance resources using MATLAB . Whether you’re… read more >>

Category: 
Artificial Intelligence,
Asset Management,
Data Management,
Econometrics,
New Features,
Options and Derivatives,
Risk Management