September 2006
SPOTLIGHT
Pushing the Limits of Local Volatility in Option Pricing
Learn about local
volatility modeling in option pricing and its practical implementation in the
upcoming release of Version 10 of FINCAD XL and FINCAD Developer. This article
is also being published in the September issue of Wilmott.
» Local
volatility modeling in option pricing
FEATURED INSTRUMENT
Inflation Derivatives: A Bird's Eye View
» Learn how to use FINCAD software to value inflation-linked fixed income securities, with specific coverage for Australia, Canada, France, Italy, South Africa, Sweden, UK (3m and 8m) and US.
FEATURED TIPS
Building Portfolios using FINCAD Functions
» Learn how to use FINCAD XL to build your portfolios easily.
Valuing FX Quanto Basket Options with FINCAD
» This featured tip will help you value FX Quanto Basket Options with FINCAD.
DEVELOPER'S CORNER
Run FINCAD Developer on a Digipede Grid
Learn how to develop a simple financial application using FINCAD Developer and then run that application on a grid.(download sample files). Read more
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