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.
Publisher:
WebCab Components
License:
Commercial Demo; $249.00 to buy
Size:
13.6 MB
OS:
Mac OS X/Any Linux Distribution/98/NT/2000/XP/2003