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Derivatives Expert |
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Short Product Description
Derivatives Expert is a serious must for professional financial analysts, brokers, traders, investment bankers, portfolio managers, treasurers, financial consultants etc. Derivatives Expert represents a new, easier and better way to do simple, advanced and complex problem solving with respect to many exchange and over-the-counter traded securities and derivatives. Derivatives Expert comes with online documentation spanning approximately five hundred pages, including user's guide, reference manual, detailed programming examples and background material. This makes Derivatives Expert a self-documented state-of-the-art financial analysis application uniquely well suited for new financial engineering, and for potentially increasing competitiveness through superior interactivity. With approximately thirteen thousand lines of modular, well-structured, consistent, compact and extensible Mathematica® programming code, and approximately three hundred and sixty symbols (functions, optionals, optional values and arguments), Derivatives Expert represents one of the largest, and most complete and extensive financial applications for Mathematica. With MathLink for Microsoft Excel, for example, you can choose to utilize the power of Derivatives Expert within Excel. Developed and supported by Innova Financial Solutions. MathDirect is an authorized distributor of Derivatives Expert. Quick Ordering
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© 1998 MathConsult Dr. R. Mäder |
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This 3D graphic example, made with Derivatives Expert
and Mathematica, shows the prepayments of a pass through security (mortgage
backed security) with a principal of USD 100, a coupon rate of 8 percent
nominally, monthly settlements, 40 settlements to maturity and a service
fee of 0.25 percent. The PSA percentage is varied between 0 and 1000. The
time to maturity (theta) is measured in months, and the prepayment rate
is measured in percent. Note how the prepayments become greater the greater
the PSA percentage.