Summary

The lectures provide an introduction to MATLAB programming with a focus on finance. The first set of lectures are devoted to the introduction of standard programming of loops and function. A second set of lectures is devoted to the computation of financial returns on assets, and optimization methods applied to portfolio theory. At the end of the lectures, students are expected to master the basics of programming, and apply portfolio theory to real time financial data.

**Installing MATLAB:**Dauphine

**provides a free licence for students**. Please use your own laptop if you can with MATLAB installed. Please have Datafeed, Optimization and Econometrics toolboxes installed.

**Real time macro-data on MATLAB**

This is a must-read as all of the lectures will rely on DBnomics. The latter is a database aggregator which can be queried directly from MATLAB. Please read carefully this following note on DBnomics and download as well the MATLAB function which allows to get real time macro data:

**DBnomics.pdf**

*a small guide to use DBnomics on MATLAB.*

**call_dbnomics.m**

*MATLAB function to query DBnomics.*

**Get yahoo data**

**getMarketDataViaYahoo.m**

*A MATLAB function to get financial data from yahoo.*

**test_yahoo.m**

*A working example for downloading historical financial data.*

**Handouts list**

**Previous Exams**

Exam 2017.

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