Publisher Description
Download then "java -jar *.Java Components offering general Interest derivatives pricing framework: set contract and vol/price/interest models and run MC. We also cover the fundamental theory of bonds including: Treasury bonds, Yield/Pricing, Zero Curve, Forward rates/FRAs, Duration and Convexity.. Also allows the pricing and risk analytics...
System Requirements
An Operating System running Java - Microsoft operating system: Windows 98/NT/2000/XP/2003/Unix/Linux/Mac OS X.
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