|
|
|
|
|
|
|
|
|
An Introduction to Derivatives, Bonds, and Annuities in Mathematica
|
|
|
|
|
|
Organization: | Wolfram Research, Inc. |
Department: | Wolfram Technology Group |
|
|
|
|
|
|
Wolfram Technology Conference 2011
|
|
|
|
|
|
Champaign, Illinois, USA
|
|
|
|
|
|
With Version 8, Mathematica has introduced a new array of finance functions that behave like operators on simple financial instruments like money, stocks, and equities. These higher-order financial functions allow us to calculate exotic options on securities, bonds with complex coupon payments, and any sequence of payments like cash flows and annuities. All of these can also be determined using either a schedule of forward rates or a term structure of interest rates.
|
|
|
|
|
|
|
|
|
|
|
|
http://www.wolfram.com/events/technology-conference-2011
|
|
|
|
|
|
| IntroductionToDerivativesBondsAndAnnuities.cdf (751.4 KB) - CDF Document | | IntroductionToDerivativesBondsAndAnnuities.nb (750.7 KB) - Mathematica Notebook |
|
|
|
|
|
|
|
| | | | | |
|