Universal MBRM Quanto Options Analyser
The Quanto analyser analyses options on an asset, where the strike price is quoted in a different currency than the asset. The asset price is converted to the strike currency on exercise based upon the market exchange rate at the time of exercise. Therefore the volatility of the FX rate is relevant, together with the correlation between the FX rate and the underlying asset.
This Analyser is included at no extra charge with UNIVEXOT - Universal Exotics Add-in
Universal MBRM Basket Options Analyser
The basket analyser calculates the volatility of a weighted basket of assets, based upon the variance of each asset and the covariance between the assets. This volatility can be issued as an input into the option pricing models when examining options on baskets.
This Analyser is included at no extra charge with UNIVEXOT - Universal Exotics Add-in
click
here to see a screen shot of MBRM’s Basket options Analyser
Universal MBRM Spread Options Analyser
This Analyser is included at no extra charge with UNIVEXOT - Universal Exotics Add-in
click
to see a partial screen shot
Calculates the weighting of assets in a portfolio to maximize returns
while minimizing risk.
Price on application.
click
to see a partial screen shot
CLICK HERE to se our product pages as one consolidated Acrobat PDF file
MBRM, MB RM, MB RISK MANAGEMENT, FSS, FINANCIAL SYSTEMS SOFTWARE, UNIVSWAP, UNIVERSAL SWAP ADD-IN, USA, UNIVEXOT, UNIVERSAL EXOTICS ADD-IN, UEA, UNIVOPT, UNIVERSAL OPTIONS ADD-IN, UOA, UNIVYLD, UNIVERSAL YIELD ADD-IN, UYA, UNIVZERO, UNIVERSAL ZERO ADD-IN, UZA, UNIVINT, UNIVERSAL INTERPOLATING ADD-IN, UIA, UNIVGARCH, UNIVERSAL GARCH ADD-IN, UGA, UNIVCONV, UNIVERSAL CONVERTIBLES ADD-IN, UCA and UNIVERSAL
are trademarks of MB Risk
Management.
All rights reserved.
Copyright © 1988-2001 MB Risk Management
