Financial professionals worldwide use the interactive programming environment and prebuilt computational libraries of MATLAB® to develop quantitative applications in a fraction of the time it would take them in C++ or Visual Basic.
By standardizing on MathWorks products, teams of quants and their IT colleagues in the financial services industry can work and collaborate in a single environment to:
Chart historical and live market data
Model interest rates
Solve optimization problems
Develop quantitative models to optimize performance and minimize risk
Integrate with data sources and legacy software
Develop and deploy applications to production environments, desktops, servers, and the Web
MIF & MIAF students were using it through the GNU software – OCTAVE in the following courses: FINANCIAL MATH PROGRAMMING, FIXED INCOME, FI DERIVATIVES, HEDGE FUNDS, SECURITIZATION and CREDIT DERIVATIVES.
IMBA students that want to learn this financial tool could take the IMBA elective course: APPLIED FINANCIAL ENGINEERING (They will learn VBA programming as well).
In Spain many financial advisory firms like NETVALUE CONSULTORES (www.netvalue.es), ANALISTAS FINANCIEROS INTERNACIONALES (www.afi.es) o SUPERDERIVATIVES (www.superderivatives.com) use MATLAB in order to value structured products and derivatives.
Profesor Asociado de Finanzas