1) Calculation of fixed income

2) Calculation of term structure of interest rate

3) Calculation of derivative

4) Portfolio setting

These include exotic options, Monte Carlo simulation and numerical analysis. There is a lot of contact between things, mainly in financial engineering.

Try this thing slowly and have data. Suck it in and do it slowly. There is a book "Mastering matlab Financial Calculation". I can't say how good this book is, but it comprehensively introduces the application of matlab in finance. You'd better find one from the library. Don't buy it, it's not cheap.