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an FSS - Financial Systems Software company Office

Warnford Court, Throgmorton Street
London
GB

Telephone

+44 20-7935 2733

Contact

Dr Mamdouh Barakat
[email protected]

@UNIVLMM - Universal LIBOR Market Model Add-in (Version 10.0

UNIVLMM implements the cutting edge multi-factor LIBOR Market Model and "Brace-Gatarek-Musiela" (BGM) model to price and risk manage interest rate derivatives, including multicallable amortizing and accreting Swaptions; Delivery Options in "Cheapest To Deliver" (CTD) Bond Futures; Exotic Interest Rate derivatives such as AutoFlex Caps; Knock-out caps; Reset Caps; Trigger knock-out/knock-in Swaps/inverse floaters; SpreadOptions; Captions; Options on swaptions; Callable Power Reverse Dual Currency (PRDC) swaps and notes; Callable range accrual dual currency quanto notes; Bermudan Callable CMS spread bonds; etc.

View other products from MBRM - MB Risk Management

MBRM Inflation Swaps / Index Linked Bonds

MBRM are pleased to announce a new module in their Universal Add-ins range. The module calculates and analyses Inflation Swaps and Index Linked Bonds – A free no-commitment 30 day trial is available for supported users of MBRM’s Universal Swap Add-in.

MBRM Property Derivatives Analyser

New module in our Universal Add-ins range. The module calculates and analyses property derivatives – A free no-commitment 30 day trial available for supported users of MBRM’s UNIVSWAP – Universal Swap Add-in. Users interested in taking up the 30 day trial should e-mail their request to MBRM

Universal MBRM3 Add-in

For modeling, pricing, trading, and risk management in real-time. An Excel Add-in for derivatives and financial engineering, it includes Finite differences, Binomial trees, Trinomial trees, Monte Carlo, Pricing engines such as analytic Black formula (plus greeks) for different payoffs, etc.