MATLAB FINANCIAL DERIVATIVES TOOLBOX Manuel d'utilisateur télécharger pdf (Page 4)

First Section

1. Introduction

This handout demonstrates a comprehensive introduction to the basic

utilities of a high technical programming language encapsulated under the

computing environment of Matlab. It was prepared based on version 6.5

Release 13, but since it does not have many differences from previous ones,

it can also operate for older versions as well. Upon reading it, you will be in

a position to create programming code to solve elementary (or even

intermediate) financial problems. It has been prepared for postgraduate

students registered for the Master in Finance program offered by the

Department of Business and Public administration – University of Cyprus.

1.1 Learning Matlab

Matlab (the name stands for: Matrix Laboratory) is a high performance

programming language and a computing environment that uses vectors and

matrices as one of its basic data types (MATLAB® is a registered trademark

of the MathWorks, Inc.). It is a powerful tool for mathematical and technical

calculations and it can also be used for creating various types of plots. It

performs the basic functions of a programmable calculator whereas someone

can write, run/execute and save a bundle of commands. In the last few

years, Matlab has become very popular because it enables numerous ways

to solve various problems numerically via a user-friendly programming

language. It is particularly easy to generate a programming code, execute it

to get the desire solution, draw some relevant graphs and look at the

interesting features of the problem under consideration. What makes Matlab

so convenient to many fields (including finance) is that it integrates

computation, visualization and programming in an easy to use environment.

Just for historical purposes, the first version of Matlab was written in 1970s

by a numerical analyst names Cleve Moler, and since then has become a

successful retail product.

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MATLAB FINANCIAL DERIVATIVES TOOLBOX Manuel d'utilisateur Page 4