Financial Derivatives Toolbox: Model and analyze equity and fixed-income derivatives
Put into service Financial Derivatives Toolbox Treeviewer tool to envision Implied Trinomial Stock Trees and Hull-White Trinomial Interest Rate Trees.
Financial Derivatives Toolbox software allows Financial Toolbox software with tools for canvassing and prototyping fixed-income derivatives, equity and securities depending on interest rates. Developers can employ the toolbox to compute sensitivities, prices, execute hedging and view price evolutions studies employing common fixed-income modeling and equity methods.
Cardinal Prominent Attributes
Computes sensitivities and prices of exotic equity options and vanilla employing the, ITT , EQP, CRR model.
Computes the cost of any set of corroborated instruments established on the structure of interest-rate.
Computes sensitivities and prices of fixed-income instruments employing the BDT, HJM, HW and BK model.
Provides strategy for downplaying the cost of hedging a portfolio contributed a set of target predispositions and understating portfolio predispositions given maximal target price.
Working with Equity Options
The toolbox renders functionality for modeling the development of stock prices employing the Implied Trinomial Tree (ITT) , the Equal Probabilities (EQP), the Cox-Ross-Rubinstein (CRR) method. With these distinct time modeling methods, developers can produce trinomial or binomial trees and illustrate the expected stock price for every node in the tree with the comparable volatility. The toolbox in addition, renders functionality for computing prices of the portfolio and predispositions established on trinomial and binary equity price tree.
Financial Derivatives Toolbox corroborates the following equity options:
Vanilla ( Bermuda, European, American)
Working with Fixed-Income Instruments
Financial Derivatives Toolbox comprises functions for determining the sensitivities and prices of respective financial instruments established on interest-rate curves. Developers can implement the functions to a portfolio of various types of instruments or to groupings of instruments of the similar type.
The toolbox in addition, renders functions that employ the Hull-White (HW), the Black-Derman-Toy (BDT), Black-Karasinski (BK), the Heath-Jarrow-Morton (HJM) models to compute sensitivities and prices for other financial instruments.
Financial Derivatives Toolbox corroborates the following fixed-income instruments:
Bonds and options on bonds
Floating-rate notes and fixed-rate.
Discretionary cash flows
Floors and caps.
Creating Portfolios and Hedging Strategies
Financial Derivatives Toolbox renders functionality for implementing hedging strategies and pricing portfolios. Developers can:
Make and carry off portfolios that constitute respective types of financial instruments.
Compute the sensitivities and price for each instrument and the total portfolio.
A way of regarding situations for the outcomes either graphically or numerically.
Define a hedging strategy employing picked out instruments within a portfolio to accomplish a cost or target sensitivity.
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