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Portfolio VaR and Greeks computaion softweres
Posted: December 20th, 2011, 4:19 am
by quanter9
Hi All,I am looking for list porfolio VaR compuation softweres. Where porfolio contains simple spot positions,futures positions,vanilla options and exotic options like barriers,asian optionsn and other path dependent structures I am looking for list of softweres but not so expensive one. Kidly let me know.Regards,
Portfolio VaR and Greeks computaion softweres
Posted: December 20th, 2011, 6:15 am
by Cuchulainn
Will you contribute to this project as well?
Portfolio VaR and Greeks computaion softweres
Posted: December 20th, 2011, 6:29 am
by Hansi
Sounds more like a problem with differentiating between logical forum sections to post in.
Portfolio VaR and Greeks computaion softweres
Posted: December 20th, 2011, 8:54 am
by quanter9
Hi Cuchulainn,yes I am open to contribute as per my skills and experience.I am ready to pay the servise of the softwere in risk management and pricing. Currently I am discussing with the FINCAD guys. Please share your feed back in FINCAD, if have any prior user experience. Regards,
Portfolio VaR and Greeks computaion softweres
Posted: December 20th, 2011, 9:03 am
by Cuchulainn
quanter9,Thanks for your participation!