<meta name='google-adsense-platform-account' content='ca-host-pub-1556223355139109'/> <meta name='google-adsense-platform-domain' content='blogspot.com'/> <!-- data-ad-client=pub-7390308060294225 --> <!-- --><style type="text/css">@import url(https://www.blogger.com/static/v1/v-css/navbar/3334278262-classic.css); div.b-mobile {display:none;} </style> </head><body><script type="text/javascript"> function setAttributeOnload(object, attribute, val) { if(window.addEventListener) { window.addEventListener('load', function(){ object[attribute] = val; }, false); } else { window.attachEvent('onload', function(){ object[attribute] = val; }); } } </script> <div id="navbar-iframe-container"></div> <script type="text/javascript" src="https://apis.google.com/js/platform.js"></script> <script type="text/javascript"> gapi.load("gapi.iframes:gapi.iframes.style.bubble", function() { if (gapi.iframes && gapi.iframes.getContext) { gapi.iframes.getContext().openChild({ url: 'https://www.blogger.com/navbar.g?targetBlogID\x3d3194829108142190370\x26blogName\x3dEazy+Software+Downloads\x26publishMode\x3dPUBLISH_MODE_BLOGSPOT\x26navbarType\x3dBLUE\x26layoutType\x3dCLASSIC\x26searchRoot\x3dhttps://eazywares.blogspot.com/search\x26blogLocale\x3den\x26v\x3d2\x26homepageUrl\x3dhttp://eazywares.blogspot.com/\x26vt\x3d-1225528686417690406', where: document.getElementById("navbar-iframe-container"), id: "navbar-iframe" }); } }); </script>


MathConsult UnRisk Pricing Engine 3.1

MathConsult UnRisk Pricing Engine 3.1 | 22,3 MB

Quantitative analysts, traders, risk managers, and product designers now have an optimized solution for derivatives analytics with UnRisk PRICING ENGINE for Mathematica. UnRisk features the complete reorganization and expansion of the numerical schemes to solve and calibrate two-factor models with unparalleled accuracy and speed. Numerical techniques include adaptive integration, finite elements, streamline diffusion, and regularization.

Other key capabilities new in Version include:

* General steepener schedules
* Callable/putable general constant maturity swaps under one-factor valuation
* Calibration of the two-factor Hull-White model
* Several dynamic new instruments under two-factor valuation including fixed rate bonds, forward-start swaptions, callable/putable quantos, vanilla caps/floors, and others

http://rapidshare.com/files/212291014/maocoir.zip

http://uploading.com/files/S5HLG138/maocoir.zip.html