I PROGRAMMI VENGONO FORNITI IN FORMA DI ALLEGATI DI POSTA ELETTRONICA PRESSO L'INDIRIZZO E-MAIL INDICATO DAL CLIENTE.
ESSI, CEDUTI IN LICENZA D'USO ILLIMITATA, RIMANGONO DI ESCLUSIVA PROPRIETÀ DELL EDP CONSULT. E' FATTO QUINDI ESPRESSO DIVIETO AL CLIENTE DI CEDERLI O DARLI IN SUBLICENZA A TERZI O COMUNQUE DI CONSENTIRNE L'USO DA PARTE DI TERZI SIA A TITOLO GRATUITO CHE A TITOLO ONEROSO.
MANAGEMENT OF DERIVATIVE PRODUCTS 188220
€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.
