Lecture 1: Introduction to MATLAB Programming
Objectives of the Lecture:
- Utilize the basic mathematical operations;
- Get know the general purpose commands of Matlab;
- Manipulate matrix calculus;
Materials:
chapter1.pdf Handout |
Lecture 2: Plotting
Objectives of the Lecture:
- UPlotting 2D and 3D graphs;
- Define the curve shape, titles and legends.
Materials:
chapter2.pdf Handout |
Lecture 3: Loops and Conditional Statements
Objectives of the Lecture:
Materials:
- Mastering the use of conditional statements;
- Coding loops with both while and for.
chapter3.pdf Handout |
assignment_fix.m Fixes the yahoo bug |
calculateAdjustedClose.m Include Dividends in the price of an Asset |
getGoogleData.m loading real time series via Google Finance |
Lecture 4: Functions
Objectives of the Lecture:
Materials:
- Write a function with n-input arguments;
- Code a function n-output variables;
chapter4.pdf Handout |
assignment_fix.m Fixes the yahoo bug |
calculateAdjustedClose.m Include Dividends in the price of an Asset |
getGoogleData.m loading real time series via Google Finance |
Lecture 5: Bonds and Interest Rates Valuation
Objectives of the Lecture:
Materials:
- Compute the price of a zero coupon bonds;
- Calculate its interest rate;
- Use loops and functions;
chapter5.pdf Handout |
Lecture 6: Portfolio Theory
Objectives of the Lecture:
- Understanding the concept of efficient portfolio;
- Compute welfare-maximizing portfolios on real time data;
Materials: