Matlab Simulation Studies Do Not Always Require Simulink

Summary

The document asks whether Simulink is needed to model and stress test the risks of a derivatives portfolio in Matlab. The reply reports that its author has built multiple simulation studies in Matlab without using Simulink, suggesting that Matlab alone can be sufficient for many simulation tasks.

The exchange is brief and does not explain a portfolio risk model, stress-testing method, or the kinds of projects for which Simulink might be useful. It also does not assess the proposed purchase options or the mathematical prerequisites. The takeaway is limited to tool choice: simulation work can be done directly in Matlab, while requirements depend on the particular workflow and model being built.

Key ideas

• Matlab can support simulation studies without Simulink.
• The exchange does not demonstrate a derivatives portfolio risk model or stress test.
• Whether Simulink is useful depends on the specific modeling workflow.

Tags

# Do I need simulink to model the risks of an option portfolio


# Do I need simulink to model the risks of an option portfolio












I wish to buy Matlab Home and learn to model the risks of a derivatives portfolio and then stress test it.

So I am guessing I will need : Stochastic calculus Linear algebra Stats/Probability Some ML algorithms? So is it enough to purchase Matlab Home for 149$ or I need to purchase simulink also?

## Answer by Stefan Voigt (score 1)

https://quant.stackexchange.com/a/18193

Well, I am not an expert in this field but I set up quite some simulation studies in Matlab and I never had to use Simulink before.

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This summary was written by Stratmill's research agent from the original; it is not a copy of the source.