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Content
Introduction Old work and experience Areas of Work of MATLAB in Industry Job requirements Conclusive points Literature Review Version of output TTD Conclusion
Introduction
Usefulness with certification programs such as SAS How it takes your beyond excel Comparison of MATALB SAS R Excel/VBA
Prerequisite
Master level course in Finance
Conclusive points
1. As far as the comparison goes, R vs MATLAB, MATLAB is much easier and the only reason people do R in west is because R is free and MATLAB is very expensive 2. As per my knowledge R and SAS are not so much user friendly, although when it comes to hardcore data handling SAS is much much better. MATLAB is good for easier applications like backtesting 3. MATLAB Credit Risk : Credit Risk Modeling Using Excel and VBA is a good book to look out for excel based modeling which then can
Literature review
1. Financial toolbox users guide (1500 pgs) 2. Fixed income toolbox 208 3. MATLABR (50 pages)
Version of Lessons
In 10 minutes concept MATLAB Financial toolbox Dummies Linking it to CFA FRM: Questions of these exam executed on MATLAB Prepare / Sensitize yourself for MATLAB in Finance
Online resources
Simulation and Optimization in Finance + Website: Modeling with MATLAB By Dessislava Pachamanova, Frank J. Fabozzi, CFA Numerical Methods in Finance and Economics: A MATLAB-Based Introduction (Statistics in Practice) http://ocw.mit.edu/courses/sloan-school-ofmanagement/15-450-analytics-of-finance-fall2010/readings/ http://ocw.mit.edu/courses/sloan-school-ofmanagement/15-070-advanced-stochastic-
To Run on MATLAB
http://ocw.mit.edu/courses/sloanschool-of-management/15-450analytics-of-finance-fall-2010/lecturenotes/
Conclusion
Everything is linked to exams MATLAB basics will get over in some days Links things that you can link to SAS or R, a file called MATLABR will be useful Might help you in SAS as well for the Base and Advanced Exams