UNIVFDIF - Universal Finite Difference Add-in
UNIVFDIF 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 of UNIVFDIF is US$ 1,599
Cost Saving Bundle :
"UNIVDRV - Universal Derivatives Add-in" is an inclusive package of :
UNIVEXOT+ - Universal Analytical Exotics Add-in
UNIVFDIF - Universal Finite Difference Add-in
UNIVGARCH - Universal Garch Add-inUNIVDRV costs US$ 3,198 (a saving of US$ 1,599 compared to purchasing the above three add-ins individually).
Why not consider MBRM Comprehensive Combined Package : An inclusive package of our 18 main software packages for US$ 29,999 (This would be a massive saving of over US$ 24,300)
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Source code and Multi-purchase discount also available.
CLICK HERE to see 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
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