Pricing and evaluation of interest derivates

Project Description

Pricing and evaluation of interest derivates:
- Implicit volatilities
- Splines

Financial Department

Financial Engineering

Financial Instruments

Interest Derivates,
Options
Futures,
Swaps,
FRA

Market Interfaces
Departments - Products

Front Office - Kondor+

Vendor - Involved Products

Thomson Reuters - Kondor+

Technologies

C++,
SQL,
Perl,
XML

Project Description

Pricing and evaluation of interest derivates:
- Implicit volatilities
- Splines

Financial Department

Financial Engineering

Financial Instruments

Interest Derivates,
Options
Futures,
Swaps,
FRA

Market Interfaces

Departments - Products

Front Office - Kondor+

Vendor - Involved Products

Thomson Reuters - Kondor+

Technologies

C++,
SQL,
Perl,
XML