Trade Smart
TRADE SMART derives the fair Futures price in the commodity,equity, currency and fixed income market to spot arbritage opportunities.
TRADE SMART prices 37 Standard and Exotic Options:
- American Style Options
- Average Options
- Barrier Options
- Black-Merton Model
- Black-Scholes model
- Bond Option (with different coupon frequencies)
- Boston Option
- Caps/Floors (with built-in Future strip model and Forward - volatility matrix)
- Caps/Floors with Price Matrix
- Caps/Floors on Libor Market Model
Chooser Option - Cliquet Cap/Floor
- Cliquet-Ratchet Cap/Floor
- Commodity Option
- Compound Option
- Contingent Premium Option
- Credit Derivatives on Das
- Currency Option
- Digital Option
- Asset or nothing
- Cash or nothing
- Forward Start Option
- Futures Option with premium paid up front
- Futures Option, no premium up front
- Geometric Brownian motion with random Poisson jumps
- Hull-White Trinomial Model
- Lookback Option
- Quanto Option
- Stock Option with continuous dividends
- Stock Option with discrete dividends
- Stock Option with discrete taxed dividends
- Swapoption (with built-in Future strip model; values cash and swap settlement)
- Swaption on Libor Market Model
- Two color rainbow Options
- Exchange Option
- Option on the better of two or cash
- Option on the better of two
- Option on the maximum of two
- Option on the worse of two
TRADE SMART also prices the falllowing Swaps:
- Basis Swap
- Cross Currency Swap
- Differential Swap
- Fixed-Fixed Currency Swap
- FRA
- Index Amortizing Swap (on Hull-White Trinomial)
- Interest Rate Swap
- Libor-In-Arears Swap
- Yield Curve Swap
The swap models allow the highest degree of flexibility: They allow for amortization, different rate frequencies, broken periods, Libor spreads, different swap rates for individual periods, different day-count conventions, different interpolation methods etc. All these features can be applied individually to the fixed or floating side. The models also come with a voluntary, built-in Future strip model and help messages.
Besides the present value of the swap, the model calculates the fair swap rate, the fair Libor spread, the basis point value, the daily carry and the convexity.
TRADE SMART also calculates the following Credit Derivatives:
- Binomial Default model
- Credit Risk as a Put on Assets of the Firm
- Credit Spread Option model on Black-Scholes (Credit Spread as a single variable)
- Das and Sundaram (2000) model, Pricing Credit Spread Options (European Style, American Style), Credit Default Swap, Average Spread Option
- Jarrow and Turnbull (1995) model
- Jarrow, Lando and Turnbull (1997) model
- Ksendsovsky, Meissner and Kettunen (2003) model
- Merton model (1974)
- Merton model (1974) using Equity as Proxy
- Credit Default Swaps (CDS)
- Options on Credit Default Swaps (based on Black 76)
- Options on Credit Default Swaps (based on Transition Matrices)
- Reduced Form Equation
- CDO valuation on OFGC (one-factor Gaussian copula)
- CDO valuation including stochastic and local vol
What does Trade Smart cost?? Just $199.
Save yourself hours, days, calculating these results
User-related questions
Tel: (808) 524 9311
E-mail: gmeissne@aol.com
*Free for one month after purchase. For more intensive services, a contract can be negotiated.
How to Order : Send check of $199 to
Gunter Meissner
801 South King Street #3106
Honolulu, HI 96813
We also accept paypal for quicker more convenient shopping experience.
The models will be sent by CD-Rom as soon as your payment has been received.
