Asset liability management is one of the most common functions in financial institutions.
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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.
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