| Informativa Consob (Community) |
| Author : Fermat Consulting - Version : 1.0 (2010-06-24) - Downloads : 68 |
| This plug-in implements the informative CONSOB (Italian Securities and Exchange Commission) , described in Quaderni di Finanza [...] |
| Tags : Investment comparison Risk Management |
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| Pelsser Squared Gaussian model (Community) |
| Author : Fermat Consulting - Version : 1.0 (2010-06-24) - Downloads : 65 |
| This plug-in implements the one-factor squared Gaussian model. This model assumes that the spot interest rate is a quadratic [...] |
| Tags : short rate interest rates |
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| Lattice (Community) |
| Author : Fermat Consulting - Version : 1.0 (2009-11-20) - Downloads : 133 |
| Binomial trees implementation. It allows Fairmat to solve problem by using various lattice approximation schemes: CRR/BEG, [...] |
| Tags : Binomial Trees Lattice |
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| Heston two factors model (Community) |
| Author : Fermat Consulting - Version : 1.0 (2009-10-09) - Downloads : 103 |
| A model used for modeling equity and stocks price [...] |
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| Dai-Singleton interest rate models (Community) |
| Author : Fermat Consulting - Version : 1.0.1 (2010-06-24) - Downloads : 123 |
| A flexible and sophisticated model for the short rate. The plug-in implements Dai-Singleton affine term structure model with [...] |
| Tags : short rate |
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| Hull and White interest rate model (Community) |
| Author : Fermat Consulting - Version : 1.0.1 (2010-06-24) - Downloads : 73 |
| The industry standard for modeling the short rate [...] |
| Tags : short rate |
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