Estimating Zero Curves
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"...The extension and reimplementation of the
[Mathematica] application were greatly simplified, saving the
client both time and money."
Dr. Thomas Weber, Weber & Partner Financial Technology
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A European client recently hired the Mathematica consultants
Weber & Partner to implement a routine to estimate zero
curves. Notes that described the client's proprietary
curve-estimation procedure were given to the consultants. Within
seven days Weber & Partner implemented in Mathematica,
according to the client's specifications, a version of the
estimation routine for daily use. However, in the regular practical
use of the estimation routine, it became obvious that some of the
client's assumptions for the algorithm did not hold and extensions
were necessary. Because the estimation routine was implemented
in Mathematica using an object-oriented framework, the
extension and reimplementation of the application were greatly
simplified, saving the client both time and money.
Contact Information
For aditional information, you can contact Weber & Partner directly.
Address
Weber
& Partner
Financial Technology
Odinspfad 2
D-69126 Heidelberg
Germany
web: http://www.weber-und-partner.com
email: thomas@weber-und-partner.com
phone: +49-(0)6221-332338
fax: +49-(0)6221-332364
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