EDP CONSULT

THE PROGRAMS ARE PROVIDED AS EMAIL ATTACHMENTS TO THE EMAIL ADDRESS INDICATED BY THE CUSTOMER.

THEY, LICENSED FOR UNLIMITED USE, REMAIN THE EXCLUSIVE PROPERTY OF EDP CONSULT. IT IS THEREFORE EXPRESSLY FORBIDDEN FOR THE CUSTOMER TO TRANSFER OR SUBLICENSE THEM TO THIRD PARTIES OR OTHERWISE ALLOW THEIR USE BY THIRD PARTIES, WHETHER FREE OF CHARGE OR FOR A FEE.

  

EDP CONSULT

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SOFTWARE GESTIONALE

€270.00 (In Stock)











MANAGEMENT OF DERIVATIVE
PRODUCTS



Programme planned to
calculate the future value of the
covered warrants.



The solution allows to
calculate the value of a covered warrant depending on the value of the   underlying, the strike, the parity ratio and
the time elapsing from the calculation date to the maturity date. It is necessary to insert the
values of the warrant call and the warrant put with an     hypothetic underlying in correspondence
of 5 strategic values (from 0.5 to 1 for
the warrant call and
from 1 to 2 for the warrant put).
The calculation is effected by mathematical interpolation or
extrapolation.

Demo version available.

management-of-derivative-products management-of-derivative-products management-of-derivative-products management-of-derivative-products

THE PROGRAMS ARE PROVIDED AS EMAIL ATTACHMENTS TO THE EMAIL ADDRESS INDICATED BY THE CUSTOMER.

THEY, LICENSED FOR UNLIMITED USE, REMAIN THE EXCLUSIVE PROPERTY OF EDP CONSULT. THEREFORE, THE CUSTOMER IS EXPRESSLY PROHIBITED FROM TRANSFERRING OR SUBLICENSING THEM TO THIRD PARTIES OR OTHERWISE ALLOWING THEIR USE BY THIRD PARTIES, WHETHER FREE OF CHARGE OR FOR A FEE.