DerivateRechner

View a simulation of structured finacial products.
Download

DerivateRechner Ranking & Summary

Advertisement

  • Rating:
  • License:
  • Free to try
  • Price:
  • Free to try
  • Publisher Name:
  • By Bodoconsult EDV-Dienstleistungen
  • Publisher web site:
  • Operating Systems:
  • Windows, Windows 2000, Windows XP, Windows Vista
  • Additional Requirements:
  • Windows 2000/XP/Vista
  • File Size:
  • 1.14MB
  • Total Downloads:
  • 107

DerivateRechner Tags


DerivateRechner Description

Certificates and other structured products are the innovation of the last years in the fincancial sector. The structured products are special because the payoff can be ajusted to individual preferences. In this way a investor can be satisfied with little effort by creating a fitting product for the investor. The Software 'Derivaterechner' can simulate payoff profiles of simply structured products. Beginning from a strike price you can add European Call- and Put-options (long or short). Options can have different strike prices. Zero Bonds can be added as well. To get you started easier a number of structures are predefined. You can see pay off charts from synthetical shares, coverd call writing or guaranteed certificates with one click for example. The pay off chart can be dynamically adjusted by changing some of the environment variables like the volatility. In that way changes can be taken into account easily. European options are evaluated with the help of the Black-Scholes-Modell. All structures can be saved in order to load the structures into the 'Derivaterechner' again later. The pay off charts can be printed, saved as a JPEG and copied to the clip board.


DerivateRechner Related Software