Financial Instruments Toolbox ™ :
Erzeugung von Duel Curves, Funktionen zur Berechnung von credit exposure und exposure profile und Preisbestimmung von Caps, Floors und Swaptions nach dem Black-Modell
www.mathworks.chFinancial Instruments Toolbox :
Dual curve construction, functions to compute credit exposure and exposure profile, and Black's model pricing of caps, floors, and swaptions
www.mathworks.chFinancial Instruments Toolbox :
Erzeugung von Doppelkurven, Funktionen zur Berechnung von Kreditrisiko und Risikoprofil sowie Preisbestimmung von Caps, Floors und Swaptions nach dem Black-Modell
www.mathworks.deFinancial Instruments Toolbox :
Dual curve construction, functions to compute credit exposure and exposure profile, and Black's model pricing of caps, floors, and swaptions
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