![[Graphics:../Images/FinanceApps_gr_399.gif]](../Images/FinanceApps_gr_399.gif)
Entwickelt von Innova Financial Solutions, siehe http://www.mathdirect.com/products/dex/
Wichtig: Derivatives Expert kann auch mit richtigen Kalenderdaten rechnen.
Hier nur zwei Beispiele.
Zinsen am 26.1.1999 (siehe DerivateIntro.nb).
| Fälligkeit | Zinssatz |
| 3 |
![[Graphics:../Images/FinanceApps_gr_400.gif]](../Images/FinanceApps_gr_400.gif){kind=small}
|
| 6 |
![[Graphics:../Images/FinanceApps_gr_401.gif]](../Images/FinanceApps_gr_401.gif){kind=small}
|
| 12 |
![[Graphics:../Images/FinanceApps_gr_402.gif]](../Images/FinanceApps_gr_402.gif){kind=small}
|
| 24 |
![[Graphics:../Images/FinanceApps_gr_403.gif]](../Images/FinanceApps_gr_403.gif){kind=small}
|
| 36 |
![[Graphics:../Images/FinanceApps_gr_404.gif]](../Images/FinanceApps_gr_404.gif){kind=small}
|
| 48 |
![[Graphics:../Images/FinanceApps_gr_405.gif]](../Images/FinanceApps_gr_405.gif){kind=small}
|
| 60 |
![[Graphics:../Images/FinanceApps_gr_406.gif]](../Images/FinanceApps_gr_406.gif){kind=small}
|
| 72 |
![[Graphics:../Images/FinanceApps_gr_407.gif]](../Images/FinanceApps_gr_407.gif){kind=small}
|
| 84 |
![[Graphics:../Images/FinanceApps_gr_408.gif]](../Images/FinanceApps_gr_408.gif){kind=small}
|
| 96 |
![[Graphics:../Images/FinanceApps_gr_409.gif]](../Images/FinanceApps_gr_409.gif){kind=small}
|
| 108 |
![[Graphics:../Images/FinanceApps_gr_410.gif]](../Images/FinanceApps_gr_410.gif){kind=small}
|
| 120 |
![[Graphics:../Images/FinanceApps_gr_411.gif]](../Images/FinanceApps_gr_411.gif){kind=small}
|
| 240 |
![[Graphics:../Images/FinanceApps_gr_412.gif]](../Images/FinanceApps_gr_412.gif){kind=small}
|
| 360 |
![[Graphics:../Images/FinanceApps_gr_413.gif]](../Images/FinanceApps_gr_413.gif){kind=small}
|
![[Graphics:../Images/FinanceApps_gr_414.gif]](../Images/FinanceApps_gr_414.gif)
![[Graphics:../Images/FinanceApps_gr_415.gif]](../Images/FinanceApps_gr_415.gif)
![[Graphics:../Images/FinanceApps_gr_416.gif]](../Images/FinanceApps_gr_416.gif)
![[Graphics:../Images/FinanceApps_gr_417.gif]](../Images/FinanceApps_gr_417.gif)
![[Graphics:../Images/FinanceApps_gr_418.gif]](../Images/FinanceApps_gr_418.gif)
![[Graphics:../Images/FinanceApps_gr_419.gif]](../Images/FinanceApps_gr_419.gif)
Forward Rate f(0,1,2)
![[Graphics:../Images/FinanceApps_gr_420.gif]](../Images/FinanceApps_gr_420.gif)
![[Graphics:../Images/FinanceApps_gr_421.gif]](../Images/FinanceApps_gr_421.gif){kind=small}
![[Graphics:../Images/FinanceApps_gr_422.gif]](../Images/FinanceApps_gr_422.gif)
![[Graphics:../Images/FinanceApps_gr_423.gif]](../Images/FinanceApps_gr_423.gif)
Also vielleicht doch lieber mit polynomialer Modellierung?
![[Graphics:../Images/FinanceApps_gr_424.gif]](../Images/FinanceApps_gr_424.gif)
![[Graphics:../Images/FinanceApps_gr_425.gif]](../Images/FinanceApps_gr_425.gif)
![[Graphics:../Images/FinanceApps_gr_426.gif]](../Images/FinanceApps_gr_426.gif)
Parameter: Futures Price, Exercise, Maturity, spot rate, volatility, (cost of carry).
Siehe DerivateApp.nb
![[Graphics:../Images/FinanceApps_gr_427.gif]](../Images/FinanceApps_gr_427.gif)
![[Graphics:../Images/FinanceApps_gr_428.gif]](../Images/FinanceApps_gr_428.gif)
Der theoretische Preis:
![[Graphics:../Images/FinanceApps_gr_429.gif]](../Images/FinanceApps_gr_429.gif){kind=small}
![[Graphics:../Images/FinanceApps_gr_430.gif]](../Images/FinanceApps_gr_430.gif)
Optionspreis in Abhängigkeit des Futurespreises:
![[Graphics:../Images/FinanceApps_gr_431.gif]](../Images/FinanceApps_gr_431.gif){kind=small}
![[Graphics:../Images/FinanceApps_gr_432.gif]](../Images/FinanceApps_gr_432.gif)
![[Graphics:../Images/FinanceApps_gr_433.gif]](../Images/FinanceApps_gr_433.gif)