Financial Engineering

For a long time now, Mathematica has been especially focussed on financial mathematical functions, allowing for the successes in this enormously significant core fiel of economy. Via "curated data" in Mathematica, it is possible to retrieve financial data online from the servers at Wolfram Research and analyse them. With Mathematica 8, Wolfram Research adds special financial mathematical instruments in form of charts.
  • A large number of available bonds and derivatives
  • Time-related calculations of annuities, interest rates, cashflows
  • Implied volatility and computation of Greeks

Enge Verflechtung von Finanzfunktionen

Tight Integration of financial functions

Compute the value of an option, based on the latest price of the stock and continuous-compounding equivalent interest rate.