In this page you can search for documentation, examples and tutorials. If you are looking for the Fairmat users documentation press here.  Developers can find information on the developers section.  Check also our webinars.

Tutorial
20.05.2012

Tutorial #3: Determine expected value of Call and Put option using Stochastic Process

In this tutorial we demonstrate how to use Fairmat Academic to solve exercises involving Stochastic Process. You will learn how to determine the expected value of a Call Option where the index dynamic evolves like a "Mean-Reverting Process"

Tutorial
20.05.2012

Tutorial #4: Investment project valuation using real options

In this tutorial, we show how Fairmat Academic can be used to model and solve capital budgeting problems including real options. In particular we will do this by presenting an investment decision in the pharmaceutical industry.

Fairmat Example
19.05.2012

Spread Trading Strategy: Bull, Bear and Box Spread Strategy

Bull, Bear and Box spread trading strategies involves taking position in two options of the same type (call or put options) of the same underlying product (e.g. a stock). In detail option used into following strategies are european.

Fairmat Example
19.05.2012

Spread Trading Strategy: Butterfly Spread Strategy

Butterfly spread strategy involves taking position in more than two options of same type (call or put options) on the same underlying products (eg. a stock).

Butterfly Spread strategy: a long position on this strategy involves buying two call options, one with strike K1 and one with strike price K3 and selling two call options with strike price K2.

Fairmat Example
19.05.2012

Spread Trading Strategy: Option combinations

Option combinations involves taking position on two Straddle - Strangle strategies - even more - Strip and Strap strategies - european options of different types (call and put options) on the same underlying product (e.g. a stock) and the same expiry date.

Fairmat Example
19.05.2012

Standard Caps: Basic Interest Rate Cap

An Interest Rate Cap is (generally) an O.T.C. derivatives contract based on a series of European interest rate call options. It is used to protect an issuer of the foating-rate debt generated by interest rate increases. Each individual call option within the cap is called a caplet.

Tags: Caps
Fairmat Example
19.05.2012

Standard Caps: Cap CMS - CMS spread

An Interest Rate Cap is (generally) an O.T.C. derivatives contract based on a series of European interest rate call options. It is used to protect an issuer of the floating-rate debt generated by interest rate increases.

Tags: Caps
Fairmat Example
19.05.2012

Standard Caps: Cap Knock In

An Interest Rate Cap written on a short-term interbank rate (e.g. EUR Euribor 6 Months) with a knock-in option. In detail, a knock-in option under a trigger clause is an option contract in which the option holder receives an option conditional on the underlying rate breaching a certain trigger level (also called barrier level).

Tags: Caps
Fairmat Example
19.05.2012

Standard Caps: Cap Knock out

An Interest Rate Cap written on a short-term interbank rate (e.g. EUR Euribor 6 Months) with a knock-out option. In detail, a knock-in option under a trigger clause is an option contract in which the option holder receives an option conditional on the underlying rate breaching a certain trigger level (also called barrier level).

Tags: Caps