|
EJB Suite offering general Interest derivatives pricing framework: set contract and vol/price/interest models and run MC. Allows the pricing and risk analytics of interest rate cash and derivative products. We also cover the fundamental theory of bonds including: Treasury bonds, Yield/Pricing, Zero Curve, Forward rates/FRAs, Duration and Convexity. We also cover the topics of Fixed-Interest bonds. |
|
Release Date:
Software Version:
Program Size:
Price:
Platform:
Download Link: |
10/5/2004
2
13.62 MB
249
Win98,WinNT 4.x,Windows2000,WinXP,Windows2003,Unix,Linux,Mac OS X
Download
Software |