Delivers Fast Monte Carlo Functionality and Full SQL Database Integration
Derivatives Expert III for Mathematica is a complete, multi-platform, fully integrated suite of functions for doing simple to complex financial analysis and engineering with respect to most exchange and Over-The-Counter (OTC) traded securities and derivatives. Now Derivatives Expert can fit directly with large, high-performance network systems such as webMathematica, IBM WebSphere and Oracle Application Server.
The focus in Derivatives Expert is not on single financial products but on the construction of a framework that can contain all financial instruments in a unified way. The end result is that it is very easy for users to expand the system with new functionality and support of new financial instruments, even very complex ones such as a Power Reverse Dual Currency Bermuda Swap, for example.
The latest version of Derivatives Expert provides 500 symbols, functions, arguments, optionals, has been fully updated to Mathematica 5.2, and now includes many functions for pricing exotic derivatives, doing Monte Carlo simulations, integrating with SQL-databases such as Oracle and to output XML. Large and specialized packages are also included for Bonds, Mortgage Backed Obligations, Floaters, Forwards, Swaps, Options and Exotics. To insure that users are supported from the very beginning, Derivatives Expert includes extensive 800-page online documentation with background material, exact function descriptions & definitions, user's guide, reference manual, and detailed programming examples.
Key new features in Derivatives Expert III include the following:
Derivatives Expert III is available for Windows, Linux, Mac OS X and Unix platforms, and requires Mathematica. Latest Mathematica version is recommended. The database module of Derivatives Expert III requires an SQL database such as Oracle, J/Link and a JDBC-driver.
Substantial volume discounts as well as large discounts for academia are available.
Derivatives Expert III is available now.