19 Jun 2009
Model price and hedge any financial product in 15 Minutes directly in Matlab.
A full IDE for the financial model description simplifies the development time significantly.
The Theta Suite supports the definition of models in ThetaML, a language with unprecedented expressive power and straightforwardness. No matter whether the option is path-dependent, has early exercise or redemption features, cliquet structure and knock-in, knock-out barriers, ThetaML can represent all features concisely.