License:
Trial version
Language:
English
Developer:
OS:
Win95/98/Me/2000/NT/XP
Added:
See detailed info

Developer's description

“Java Components offering general Interest derivatives pricing...”

Java Components offering general Interest derivatives pricing framework: set contract and vol/price/interest models and run MC. Including 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, Fixed-Interest bonds, Duration and Convexity.

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