Nuclear Finance
Nuclear Finance is a financial software package for efficient calculation of correlated multi-risk derivatives that underlie American options.
Multi-risk derivatives are modeled as a function of multiple correlated stochastic processes:
put=max(300-(risk_a+risk_b+risk_c),0)
The big innovation of Nuclear Finance is the efficient calculation of correlated multi-risk derivatives that may be the underlying source of the American options. Based on this software component, different applications have been developed which allow the input of the underlying processes and functions.
Applications developed so far contain the following features:
- General computation of correlated multi-risk derivatives
- American options
- Asian options
- Convertibles
- Staged Investment
- Value estimation of companies including calculation of stock and bond shares
- Optimizing portfolios and determination of the Efficient Frontier