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Financial Modeling with MATLAB at Baruch College, Mar 4

doug reich

doug reich

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Financial Modeling with MATLAB at Baruch College

04 Mar 2009
12:45 p.m. to 2:15 p.m.
Baruch College, Zicklin School of Business, Room VC10-215
Who Should Attend


  • Faculty
  • Students
  • Researchers

Register for this free seminar.
Agenda Presenter:

Rick Baker, MSEE and MBA, Consulting Engineer




Financial Modeling and Analysis Applications with MATLAB:
· Forecasting risk assessment
· Portfolio optimization
· Bond and option pricing
· Cash flow analysis
Parallel Computing with MATLAB

We hope you can join us. Please contact me with any questions at email: heather.wellman@mathworks.com or tel: (508) 647-7093.


(See also Financial Modeling with MATLAB at Baruch - QuantNetwork - Financial Engineering Forum)
 
In filling out the registration form, I could not help but notice the plethora of salutation options. Though, I think they are missing a couple - Supreme Allied Commander, and God.
 
I attended first half and basically the first half was just an overview of the product/company. One good thing was that they have student version of MATLAB which you can purchase while you are a student, but the rep suggested that the updated version R200b is coming out in a week or so. So if you intend to purchase student version then you should wait a week and then buy it. I missed the second half, maybe someone else can comment on it.

I think as a program we should explore the possibility of having a presentation from MathWorks for the students in program especially since they have staff just for university connection/presentations.
 
It was largely a sales pitch. However, we were shown some samples of how to do VaR, optimization and GARCH modeling via matlab.

They posted the presentation files, including matlab source so here it is.
 

Attachments

  • BaruchSeminar.zip
    2.8 MB · Views: 60
Andy said:
Did anyone go to this workshop and can comment on whether it is useful at all or just a product sale pitch?
Click to expand...

I felt like it was mostly a sales pitch. It did motivate me to start learning R, though. I've only just started tinkering with it today, but it seems to me that you can do much of the same stuff with R for zero cost.

I'm sure there are plenty out there who feel otherwise.
 
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