E-Mail 
Password 
MBRM
MBRM - MB Risk Management
29 Throgmorton Street
London EC2N 2AT
United Kingdom

Email: sales@mbrm.com
Phone: +44 20-7628 2007
Fax: +44 20-7628 2008

MBRM PRESS RELEASE
http://www.mbrm.com

Jul 1998

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.

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

Please see our latest price list (http://www.mbrm.com/pricelist.shtml) for the cost of the above modules.

For further details, please contact our Sales Team

Previous [index] Next