Financial Modelling Toolbox: Theta Suite

http://www.thetaris.com/26-0-Theta-Suite.html

First submitted by Andreas on 24 Jul 2008

Model price and hedge any financial product in 15 Minutes directly in Matlab.

A full IDE for the...

Rate this link

106 clicks (last 30 days)

Tags for This LinkHelp

Everyone’s Tags

Descriptions and Ratings (1)

Date	Contributor	Description	Rating
19 Jun 2009	Andreas	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.

19 Jun 2009

Andreas

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.

Please login to add a description or rating.

Tag Activity

Tag	Applied By	Date/Time
economics	Andreas	19 Jun 2009 at 10:22am
finance	Andreas	19 Jun 2009 at 10:22am