Examples
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.
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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.
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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.
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