UNIVFDIF - Universal Finite Difference Add-in
This new add-in implies the local
volatility surface and then prices and calculates the full sensitivities of
European, American style and Bermudan variable strike Exotic options (including
discrete windowed and double barriers) on bonds, commodities, currencies,
futures and shares (including discrete dividend payments). The add-in uses the
finite difference algorithm which is more advanced than standard binomial trees.
Full term structure of interest rates and Multi-Dimensional Local Volatility
Surface are handled.
Cost is £ 999
For massive savings see below for details of our Derivatives Combined Package.
Single/Cross-Currency Swap Grid (spots & forwards)
This application is customised for brokers and was developed in collaboration with GNI Financial
Products. The Swap Grid is one of many Excel based applications provided FREE with UNIVSWAP.
UNIVEXOT - Universal Exotics Add-in (Version 8.1)
Additional exotics are handled, including a new single function to price AND calculate the full sensitivities of
Spread, Quanto and Power (e.g. x^2) options.
Analytical extension to UNIVEXOT
This module implements the latest research papers on the analytical pricing of exotic
options (including continuous and discrete barriers and lookbacks).
MBRM Derivatives Combined Package
This is our inclusive package of our industry standard analytical toolkits :
- UNIVOPT - Universal Options Add-in
- UNIVEXOT - Universal Exotics Add-in
- Analytical extension to UNIVEXOT
- UNIVGARCH - Universal Garch Add-in
- and our new UNIVFDIF - Universal Finite Difference Add-in
| SAVE £ 2,500 |
| MBRM
Derivatives Combined Package |
| NOW ONLY £ 1,499 (for a limited period only)
|
For Further Information, Please Contact :
Dr. Mamdouh Barakat
Managing Director
MBRM - MB Risk Management
an FSS - Financial Systems Software company
E-mail : sales@mbrm.com
Tel : +44 20-7628 2007 Fax : +44 20-7628 2008
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