Derivatives Expert IV Products
Derivatives Expert
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Mortgage-Backed Obligations
In this example we show some of the Derivatives Expert functionality for working with mortgage-backed obligations (MBOs) such as PassThrough, based on the PSA method. Much functionality in Derivatives Expert can either be done in non-calendar time or in calendar time. Working in non-calendar time is often faster for doing quick calculations. If more precise real-life examples have to be calculated, one can thereafter work in precise calendar time incorporating business days, holiday calendars, etc. Examples are shown in both non-calendar and calendar time.

Options Pricing
In this example we show a 3D graphic made with one of Derivatives Expert's option-pricing functions and one of Mathematica's 3D plot functions. The example is made to show a simple yet powerful graphical plot using functionality of Derivatives Expert for Mathematica.

Monte Carlo Simulations
Statistical Monte Carlo simulation methods are useful for many purposes, including estimation of prices (values) of financial securities and derivatives. Derivatives Expert includes easy to use Monte Carlo simulation functionality to do exactly this, and more.