quantcalc.net

the Financial Math Calculator

The calculator for all quants. What can QuantCalc do for you? The Calibration of t Distributions Using the EM Algorithm (Oct 20, 2014). Vanilla Options in the NIG model by Lewis' Algorithm (Sep 22, 2014). Vanilla Options by Semi-Closed Form Formula (Aug 23, 2014). Value at Risk of Portfolio Consisting Options (Aug 10, 2014). Fader Options (Jul 28, 2014). Derivation of Fader Options (Jul 14, 2014). Value at Risk of Bond by Cash Flow Mapping (Jul 13, 2014). Derivation of Margrabe's Formula (Jun 15, 2014).

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the Financial Math Calculator | quantcalc.net Reviews

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The calculator for all quants. What can QuantCalc do for you? The Calibration of t Distributions Using the EM Algorithm (Oct 20, 2014). Vanilla Options in the NIG model by Lewis' Algorithm (Sep 22, 2014). Vanilla Options by Semi-Closed Form Formula (Aug 23, 2014). Value at Risk of Portfolio Consisting Options (Aug 10, 2014). Fader Options (Jul 28, 2014). Derivation of Fader Options (Jul 14, 2014). Value at Risk of Bond by Cash Flow Mapping (Jul 13, 2014). Derivation of Margrabe's Formula (Jun 15, 2014).

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1 quant calc

2 pricing

3 calibration

4 arbitraging

5 risk management

6 about us

7 the latest feature

8 methods

9 menu

10 analytic solutions

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the Financial Math Calculator | quantcalc.net Reviews

https://quantcalc.net

The calculator for all quants. What can QuantCalc do for you? The Calibration of t Distributions Using the EM Algorithm (Oct 20, 2014). Vanilla Options in the NIG model by Lewis' Algorithm (Sep 22, 2014). Vanilla Options by Semi-Closed Form Formula (Aug 23, 2014). Value at Risk of Portfolio Consisting Options (Aug 10, 2014). Fader Options (Jul 28, 2014). Derivation of Fader Options (Jul 14, 2014). Value at Risk of Bond by Cash Flow Mapping (Jul 13, 2014). Derivation of Margrabe's Formula (Jun 15, 2014).

INTERNAL PAGES

quantcalc.net

1

the Financial Math Calculator

http://www.quantcalc.net/VaR_ModelBuilding.html

The calculator for all quants. Value at Risk of Three Assets by Model-Building Approach. Amount being invested in asset 1. Amount being invested in asset 2. Amount being invested in asset 3. Volatility of asset 1. Volatility of asset 2. Volatility of asset 3. Correlation between asset 1 and asset 2. Correlation between asset 2 and asset 3. Correlation between asset 1 and asset 3. Time horizon of VaR (N). We assume that return of all three assets follow normal distribution, and means are all zeros.

2

the Financial Math Calculator

http://www.quantcalc.net/BSV.html

The calculator for all quants. Vanilla Option Price and Greeks under Black-Scholes Model. Posted by Chun-Yuan Chiu. Initial underlying asset price. Risk free interest rate (annulized). Derivation of the Black-Scholes Formulae. The calculation is based on Black-Sholes model. Apr 27, 2014 •. FFT Based Pricing Methods. Structural Models and Reduced Models. Please contact us if you have any suggestion.

3

the Financial Math Calculator

http://www.quantcalc.net/Swaption_Flat.html

The calculator for all quants. Swap Option (Swaption) with flat LIBOR rate. A 3-year swap starting in 5 years and payments are made semiannually. LIBOR rate with annual compounding. Fixed rate in swap. Volatility of forward swap rate. Price of Swap Option. The calculation is based on Assuming the LIBOR yield curve is flat. Tagged: Swap Option Calculator. May 18, 2014 •. FFT Based Pricing Methods. Structural Models and Reduced Models. Please contact us if you have any suggestion.

4

the Financial Math Calculator

http://www.quantcalc.net/VaR_HistoricalSimulation.html

The calculator for all quants. Value at Risk by Historical Simulation for 95% Confidence Level. Market data of Day 00. Market data of Day 01. Market data of Day 02. Market data of Day 03. Market data of Day 04. Market data of Day 05. Market data of Day 06. Market data of Day 07. Market data of Day 08. Market data of Day 09. Market data of Day 10. Market data of Day 11. Market data of Day 12. Market data of Day 13. Market data of Day 14. Market data of Day 15. Market data of Day 16. Market data of Day 17.

5

the Financial Math Calculator

http://www.quantcalc.net/risk.html

The calculator for all quants. Value at Risk of portfolio consisting options. Value at Risk of Bond by Cash Flow Mapping. Value at Risk of Three Assets by Model-Building Approach. Value at Risk by Historical Simulation. Expected Exposure and Potential Future Exposure. Potential Future Exposure (PFE) of Swap under Vasicek model by Monte Carlo Method. Expected Exposure of Swap under Vasicek model by Monte Carlo Method. Expected Exposure and Potential Future Exposure. Analytic Solutions of Corporate Bond.

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the Financial Math Calculator

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