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Pricing and evaluation of interest derivates

Kurzbeschreibung

Pricing and evaluation of interest derivates:
- Implicit volatilities
- Splines

Finanzbereiche

Financial Engineering

Instrumente

Interest Derivates,
Options
Futures,
Swaps,
FRA

Marktanbindung
Finanzbereich - Produkt

Front Office - Kondor+

Produktanbieter - Produkt

Thomson Reuters - Kondor+

Implementierungs Technologien

C++,
SQL,
Perl,
XML

Kurzbeschreibung

Pricing and evaluation of interest derivates:
- Implicit volatilities
- Splines

Finanzbereiche

Financial Engineering

Instrumente

Interest Derivates,
Options
Futures,
Swaps,
FRA

Marktanbindung

Finanzbereich - Produkt

Front Office - Kondor+

Produktanbieter - Produkt

Thomson Reuters - Kondor+

Implementierungs Technologien

C++,
SQL,
Perl,
XML