Portfolio Valuation
Manage portfolios of instruments, perform portfolio hedging and
rebalancing
Use tools to manage portfolios of equity option instruments, perform portfolio hedging, and perform portfolio rebalancing.
Functions
Topics
Creating a Portfolio
- Portfolio Creation Using Functions
Use theinstadd
function to create an instrument portfolio or to add new instruments to an existing portfolio using functions. - Adding Instruments to an Existing Portfolio Using Functions
Use theinstadd
function to add additional instruments to an existing instrument portfolio. - Instrument Construction and Portfolio Management Using Functions
You can create instruments and manage a collection of instruments as a portfolio using functions.
Working with a Portfolio
- Hedging Functions
Financial Instruments Toolbox™ offers two functions for assessing the fundamental hedging tradeoff,hedgeopt
andhedgeslf
. - Pricing a Portfolio Using the Black-Derman-Toy Model
This example illustrates how the Financial Instruments Toolbox™ is used to create a Black-Derman-Toy (BDT) tree and price a portfolio of instruments using the BDT model. - Pricing and Hedging a Portfolio Using the Black-Karasinski Model
This example illustrates how MATLAB® can be used to create a portfolio of interest-rate derivatives securities, and price it using the Black-Karasinski interest-rate model. - Specifying Constraints with ConSet
Specify a set of linear inequality constraints for instruments in your portfolio usingConSet
. - Hedging with Constrained Portfolios
Examples to demonstrate hedging with constrained portfolios. - Hedging
Hedging is an important consideration in modern finance.