Search Results for "financial derivatives"

As a private investor, the sheer amount of information that can be found on the internet is rather daunting. Trying to understand what type of companies or ETFs are available is incredibly challenging with there being millions of companies and derivatives available on the market. Sure, the most traded companies and ETFs can quickly be found simply because they are known to the public (for example, Microsoft, Tesla, S&P500 ETF or an All-World ETF). However, what else is out there is often...

A real-time financial derivatives calculator supporting 168+ models from QuantLib, Financial Numerical Recipes in C++ and MetaOptions. Matrices of prices are created with iterating strikes and/or months. A strike control system can produce any strike. A generalized date engine can calculate re-occuring distances to any industry used expiration into the future. Spread engine with spread views. Models Supported: Black-Scholes, Merton-73, Black-76, Roll Geske Whaley, Garman KohlHagen, Jump...

... awarded the 1997 Nobel Prize in Economics for their work in finding a new method to determine the value of derivatives (the Nobel Prize is not given posthumously; however, the Nobel committee acknowledged Black's role in the Black-Scholes model). Read more: Options Pricing: Black-Scholes Model| Investopedia http://www.investopedia.com/university/options-pricing/black-scholes-model.asp#ixzz4T9rfuUyJ

A quantitative finance C++ library for modeling, pricing, trading, and risk management in real-life. A cross-platform free/open-source tool for derivatives and financial engineering.

A quantitative finance .NET library wrapping QuantLib (http://quantlib.org/). A free/open-source tool for derivatives and financial engineering.

Open source derivatives trade processing.

The Quantitative Finance Framework (QFF) supports the development of software libraries in mathematical finance. The main field of applications are the pricing of derivatives and the management of financial risks.

Benefit of trend following techniques on spread betting derivatives by discovering new trends, creating, testing and applying daily your strategies.

Risk Quantify aims to provide a comprehensive framework for the trading, risk analysis and back office management of financial derivatives. Initially the system will support FX, Interest Rate and Equity-based products.

Derivatives portfolio modeler XL is a powerful option strategy simulator using what-if scenarios. Requires Microsoft Excel 2003 or OpenOffice 2.0+. Employs Black-Scholes model, well documented code with scientific references.

DerivaQuant aims at creating a robust derivatives risk-analysis software for hedge funds and proprietary trading firms. It offers a variety of option pricing models, links with databases, real-time risk analysis and porfolio risk analysis.

An OpenSource Java implementation of a financial derivatives trading system. The system will have a core set of analytical libraries, used by EJB beans to provide SOAP services.

A Java class library for developing financial analyses, with a focus on treasury and derivatives trades.