Financial Derivatives Toolbox
Model and analyze equity and fixed-income derivatives
Producator: MathWorks | Platforma: Windows | Finante & Contabilitate
Financial Derivatives Toolbox software extends Financial Toolbox software with tools for analyzing and modeling equity and fixed-income derivatives and securities contingent on interest rates. You can use the toolbox to compute prices and sensitivities, view price evolutions, and perform hedging analyses using common equity and fixed-income modeling methods.
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Link producator: MathWorks
- Comercial Destinate end-userilor persoane fizice sau companii / firme
- Academic Institutii de invatamant: scoli, licee, universitati
- Guvernamental Pentru administratii / autoritati de stat publice sau locale
| Part number | Denumire licenta | Platforma | Licenta | RON cu TVA | Cantitate | Cos |
|---|---|---|---|---|---|---|
| New - Financial Derivatives Toolbox | ||||||
| MAT-FIN-DER | Financial Derivatives Toolbox |
|
1 User | 1.666,56 RON | ||
| MAT-FIN-DER-C | Financial Derivatives Toolbox |
|
1 User | 5.713,92 RON | ||
| Part number | Denumire licenta | Platforma | Licenta | RON cu TVA | Cantitate | Cos |
|---|---|---|---|---|---|---|
| New - Financial Derivatives Toolbox | ||||||
| MAT-FIN-DER-ACD | Financial Derivatives Toolbox |
|
1 User | 476,16 RON | ||
| MAT-FIN-DER-C-ACD | Financial Derivatives Toolbox |
|
1 User | 714,24 RON | ||
Prezentare Financial Derivatives Toolbox
Financial Derivatives Toolbox extends Financial Toolbox with tools for analyzing and modeling equity and fixed-income derivatives and securities contingent on interest rates. You can use the toolbox to compute prices and sensitivities, view price evolutions, and perform hedging analyses using common equity and fixed-income modeling methods.
Key Features
• Computes prices and sensitivities of vanilla and exotic equity options using the CRR, EQP, or ITT model
• Calculates the prices of any set of supported instruments based on an interest-rate structure
• Computes prices and sensitivities of fixed-income instruments using the HJM, BDT, BK, or HW model
• Provides strategies for minimizing the cost of hedging a portfolio given a set of target sensitivities, and minimizing portfolio sensitivities given maximum target costs
Softbox