Bond Portfolio Risk

Wouldn't it be nice to know the value of your savings bonds? Which ones to cash in? When to sell? The total value of your assets? If you have your resources and funds in savings bonds, then EEBond can help you. With this Windows-based software package you'll be able to build and maintain your own...

Trade Manager Pro manages trade and portfolio risk, monitors your trading performance, and enables you to test your trading strategies - all from the modern Mac OS X operating system. You can maintain as many trades in your portfolio as you like and create as many portfolios as you like. Trade...

Exercises and case studies for a rigorous approach to risk- and portfolio-management. This booklet stems from the review sessions of the six-day ARPM bootcamp.Contents include:Advanced multivariate statistics; copula-marginal decompositionAnnualization/projection (FFT, cumulants,...


Platforms: Matlab

FXChaos is a risk management tool designed for currency traders but can be used with any market. Money management is one of the most important aspects of day trading and this program uses Chaos Theory to model different bottom line possibilities using past performance data. Input % of past...


Platforms: Windows

RiskyProject is a project risk management and schedule risk analysis software. RiskyProject is seamlessly integrated with Microsoft Project and can be also executed as a standalone application. You can define project schedule in RiskyProject, Microsoft Project, or can import it from other project...


Platforms: Windows, Windows 8, Windows 7

FinExotics XL is an Excel Add-in with a comprehensive set of nearly 50 different exotic option functions. There are seven categories of exotic option models covered: Asian, binary, barrier, currency translated, lookback, multiple asset, and multiple exercise.FinExotics XL has seven sample...


Platforms: Windows

The Portfolio Optimization template identifies the optimal capital weightings for a portfolio of financial investments that gives the desired risk and return profile based on the correlation between individual investments. The design of the portfolio optimization model enables it to be applied...


Platforms: Windows, Mac, Windows 8, Windows 7

The Derivicom FinOptions XL analytics library is a comprehensive suite of functions with extensive cross asset derivative coverage for the financial professional. Built to support the demand of today's financial markets, FinOptions XL gives you the ultimate in accuracy and flexibility to handle...


Platforms: Windows, Windows 8, Windows 7, Windows Server

Bond Value Calculator makes it possible to estimate the prices of bullet and callable bonds using the arbitrage-free binomial tree of risk-free short rates model.


Platforms: Palm OS, Windows CE

Bond Value Calculator makes it possible to estimate the prices of bullet and callable bonds using the arbitrage-free binomial tree of risk-free short rates model.


Platforms: Windows

Stock Risk Wizard provides unique statistical and economic analysis of over 20,000 current stocks, mutual funds, and indexes. Using patented Eta Analysis, you can see the economic risks associated with a given asset. Stock Risk Wizard also shows you how much hidden economic risk is present in a...


Platforms: Windows

To walk through the code and for a thorough description, refer toA. Meucci, (2010) "Linear versus Compounded Returns: Common Pitfalls in Risk and Portfolio Management",Latest version of code and article available at http://symmys.com/node/141


Platforms: Matlab

The Portfolio Optimization model calculates the optimal capital weightings for a basket of investments that gives the highest return for the least risk. The unique design of the model enables it to be applied to either financial instrument or business portfolios. The ability to apply...


Platforms: Windows

SmartFolio is a state-of-the-art asset management software for investment professionals and private investors. It contains advanced portfolio optimization and risk management techniques, based on the latest achievements in portfolio theory. The software combines highly advanced and innovative...


Platforms: Windows

Is your trading portfolio globally diversified and weighted in favor of the strongest industry sectors.? If not then you urgently need this new software. CuteTrader Portfolio Builder/Analyzer makes this tedious but vital trading task very simple ! Now with the aid of this powerful yet easy to use...


Platforms: Windows

SmartFolio is the most powerful asset allocation software aimed at all types of investors and investment professionals. It contains state-of-the-art portfolio optimization and risk management techniques, based on latest achievements in portfolio theory. The software combines highly advanced and...


Platforms: Windows

Bond Value Calculator makes it possible to estimate the prices of bullet and callable bonds using the arbitrage-free binomial tree of risk-free short rates model.


Platforms: Windows

Bond Value Calculator makes it possible to estimate the prices of bullet and callable bonds using the arbitrage-free binomial tree of risk-free short rates model.


Platforms: Windows

The files in this folder solve the optimization case studies described in the paper "VaR vs CVaR in Risk Management and Optimization" by Sarykalin,S., Serraino,G., and Uryasev,S., in Tutorials in Operations Research, INFORMS 2008 (download www.ise.ufl.edu/uryasev/VaR_vs_CVaR_INFORMS.pdf...


Platforms: Matlab

The code is explained in the article: Okunev, Pavel, "Fast Computation of the Economic Capital, the Value at Risk and the Greeks of a Loan Portfolio in the Gaussian Factor Model" (July 1, 2005). http://ssrn.com/abstract=758505 This implements one factor Gaussian model. [pd]=pdgs(L,w,p,LL,N) L =...


Platforms: Matlab