Wolfram Library Archive


All Collections Articles Books Conference Proceedings
Courseware Demos MathSource Technical Notes
Title Downloads

Derivatives exposure with Mathematica Part I
Author

Igor Hlivka
Revision date

2014-10-14
Description

Knowing derivatives exposure is essential part of prudent risk management and counterparty risk in particular. Therefore institutions that trade financial derivatives and derivative dealers alike need to have sophisticated systems to calculate exposures for their contacts and portfolios. Mathematica 10 comes as a powerful alternative and answer to these needs since it provides quick, easy and flexible handling of exposure management.
Subject

*Business and Economics > Finance
Keywords

Exposure, financial derivatives, risk
Downloads

Download
Derivatives exposure with Mathematica 10.pdf (483.5 KB) - PDF Document