DerivaGem Software 2.01

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Category Apps
Size0.00 kB
Added1 year ago (2025-03-10 23:38:14)
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Info Hash97155A8CBE700D8751A4BDBBF1FEA91912089B7F
Peers Updated1 day ago (2026-04-05 10:19:05)

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Description

The Options Calculator and Applications Builder

- It is Excel-based
- It now carries out calculations for credit derivatives and interest rate derivatives, as well as for options on stocks, indices, currencies, and futures
- It calculates prices, implied volatilities, and the Greeks
- It implements normal and lognormal interest rate models to value American-style interest rate options
- It displays charts showing the relationships between variables
- It displays the binomial/trinomial trees used for valuation

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