Rapid Development of Computational Finance Applications with MATLAB

Location: Dubai, UAE
Venue: Sofitel Dubai Downtown
Date: September 16, 2014
Time: Morning Session: 8:30 - 12:00; Evening Session: 16:30 - 20:00


Attend this free seminar on Tuesday, September 16, 2014 to find out how finance professionals worldwide use MATLAB to conduct research, rapidly prototype algorithms, develop financial models, and deploy them to decision makers such as risk managers, actuaries, investment managers, and traders.

In this seminar, you will learn how to apply MATLAB to your financial application development process. A MathWorks application engineer will demonstrate how you can use MATLAB and related toolboxes to analyze data and create forecasts, measure risk, develop optimization strategies, calculate prices, determine cash flow, and more.

Discover how other financial professionals are developing financial models as much as 90% faster than with C++, Visual Basic, and other languages.

The seminar will be offered at 2 different times. The morning session will start at 8:30 and the evening session will start at 16:30, please register to the session most convenient to you.

Who Should Attend:

Anyone involved in creating, maintaining, simulating, or optimizing financial models and applications including:

  • Risk Analysts
  • Analytical Researchers
  • Quantitative Analysts
  • Economists
  • Risk and Portfolio Managers
  • Actuaries and Insurance Analysts


Time Title
Morning Session 8:30 – 9:00
Evening Session 16:30 – 17:00
Morning Session 9:00 – 10:00
Evening Session 17:00 – 18:00
Build an Optimal Portfolio using MATLAB
Morning Session 10:00 – 10:15 Evening Session 18:00 – 18:15 Mid-session break
Morning Session 10:15 – 11:15 Evening Session 18:15 – 19:15 Evaluate market risks in MATLAB
  • Geometric Brownian Motion for estimating VaR & CVaR
  • [Extreme Value Theory] GARCH, Copula & Pareto tail distribution fitting
Morning Session 11:15 – 12:00
Evening Session 19:15 – 20:00
Finance Application Examples
One complete application will be demonstrated based on the audience’s interest (more if time allows). Topics include:
  • Credit risk of bonds and swaps from defaults through Monte Carlo simulation
  • Macroeconomic time series modeling and forecasting
  • Cash flow hedging, immunization and dedication
  • Portfolio performance attribution
  • Building real-time algorithmic trading systems
Application Development
  • Develop graphical applications in MATLAB & Deploy them to your end users
  • Develop interfaces in Excel using MATLAB developed functionality
  • Deploy Web Applications (.NET, Java)
Morning Session 12:00
Evening Session 20:00
Rapid Development of Computational Finance Applications with MATLAB

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