MBRM PRESS RELEASE
http://www.mbrm.com
Launch of UNIVFDIF - Universal Finite Difference Add-in and other new products
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. |
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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 :
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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
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