Financial Modeling in Maple - Maple Application Center
Application Center Applications Financial Modeling in Maple

Financial Modeling in Maple

Author
: Maplesoft AuthorMaplesoft
Engineering software solutions from Maplesoft
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The Finance package is new in Maple 15. It contains many tools for advanced financial modeling, as well as accessible tools for personal finance. On the personal finance side, there are tools that can be used for computing with mortgages or retirement packages. The financial modeling tools include a wide range of stochastic processes that can be used to model option prices, such as Brownian motion, Ito processes, an SVJJ process, and more. It also includes tools to compose complex processes out of these building blocks. You can also create, manipulate, and analyze many types of financial instruments, such as American, Bermudan, and European options and swaptions and several types of bonds; short rate models; term structures of interest rates; and cash flows. The instruments can then be priced using analytic methods, lattice methods or Monte Carlo simulation - all using one of many date arithmetic conventions. Finally, the processes occurring in the package can be visualized in several ways.

Application Details

Publish Date: April 06, 2011
Created In: Maple 15
Language: English

Tags

economics

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