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
Überprüfen einer numerischen Berechnung
Exotische Verträge
Griechische Berechnungsmethode
Anwendungen
Eingabe von symbolischen Parametern
Grafische Darstellung
Finden von Lösungen
Vermögenswerte
Kombinationsmöglichkeiten
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.
Control Numerical Evaluation
Compute the critical value surface of an American put option using a custom number of grid points.
Exotic Contracts
Handling for a number of exotic contracts, for example, perpetual lookback contracts.
Computation of Greeks
Compute the sensitivities to various parameters.
To show Mathematica code, please click "plus".
Applications
Construct a synthetic short position on a stock by using the capabilities of "FinancialDerivative".
To show Mathematica code, please click "plus".
Input Symbolic Parameters
Many financial functions take symbolic parameters and can return expressions in symbolic form.
Plot Values as a Function of any Variable
The symbolic structure of many financial functions allows for easy visualization.
Find Solutions for Specified Variables
Solve, FindRoot, and other functions can be used to find solutions for symbolic variables.
Assets with Growing Payments
"Annuity", "AnnuityDue", and "FinancialBond" can take payment arguments in a functional form to specify payment structures that vary with time.
Combine Interest Rate and Payment Processes
FinancialBond and Annuity allow for the calculation of values and other measures under the combination of functional interest rate and payment processes.
