engleski

An Application of MATLAB and Excel in Financial Modeling

In the paper we show how to improve the education of the students of Finance and financial managers by applying the programs MATLAB and Excel. We apply the programs in the selection of efficient portfolios, i.e. in calculation of the efficient frontier on the Croatian capital market, as one of the most important financial issues. After presenting the elements of the theory, applying the programs we first calculate the efficient portfolios separately on the shares market and on the bond market, and then on the whole securities market.

Financial modeling ; MATLAB ; Excel

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