Fairmat repository1.9
Version2.0.5
Version date07.04.2016
Requirements Jarrow Lando Turnbull
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Economic Scenarios Generator

License: Commercial
Author: Fairmat srl

Fairmat ESG enables finance and actuarial insurance companies risk management teams to be independent in calculating the market consistent risk-neutral and real-world economic scenarios for zero coupon bonds (ZCB), Inflation Rates, defaultable bonds / credit spreads and baskets of equities and indices (prices and dividends are simulated);
The theoretical models are calibrated automatically, as the estimates of the risk premium and correlation, when Fairmat Professional is connected to a market data provider (i.e. Bloomberg Professional Desk, Fairmat Data Provider) or, alternatively, models calibrations may be also provided by Fairmat as a service.

Tags: Defaultable bonds, market consistent embedded value
Downloads: 119