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Clip-On Tools

Analytics Tools....

Investment Analytics has developed a range of software tools for financial engineering applications. Written in a variety of languages (VBA, C++, MatLab), these tools provide stand-alone analytics functionality or component functionality for more complex analytical systems. The applications include econometrics, fixed income modeling, derivatives pricing and risk management.  See also: modeling under consulting services.

 

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Clip-On Tools

 

 

The Clip-On Toolkit is designed as a series of pop-up calculators operating in the familiar Excel framework and providing a convenient yet sophisticated analysis tool for derivatives pricing, structuring and risk management. 

For more details about the Toolkit click here.

 

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Econometric Analytics

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Hurst Exponent Estimation

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Rescaled Range Analysis

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Correlation Integral

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ARIMA modeling

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GARCH modeling

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1- and 2-Factor REGARCH models

 

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Fixed Income Analytics

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Cubic Spline Interpolation

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Basis Spline Interpolation

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Treasury Calculator

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Cash & Carry Arbitrage

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Cheapest to Deliver

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Diebold-LI Yield Curve Model

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Ho-Lee Model

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Hull-White Model

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Vasicek Model

 
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Derivatives Analytics

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Option Calculator

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Black-Scholes

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Black (76)

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Garman-Kolhagen

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Swaption pricing

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Asset or Nothing

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Binary Barrier

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Complex Chooser

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Double Barrier

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Floating Strike Lookback

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Gap Option

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Geometric Average rate Option

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Spread Option

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Correlation Option

 

 

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