Asset Liability Management Using MATLAB

Asset liability management is one of the most common functions in financial institutions. - Free MATLAB Trial for Quantitative Finance and Risk Management: http://bit.ly/2E3F4mV - Download code used in this video: http://bit.ly/2E3vHDM Given the variety of financial instruments in the portfolio of financial institutions, there is a need for integrating stochastic interest rate models or interest rate trees into financial modeling. You can learn how to use MATLAB® to perform cash flow analysis, calculate the duration gap, and perform sensitivity analysis in this demo. The interest rate model used in this example is the Black-Karasinski interest rate tree, which is a recombining trinomial tree. Moreover, you can easily use MATLAB to create an app to share with your college royalty-free.