MANAGEMENT OF DERIVATIVE PRODUCTS

€ 270.00


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.