Analytical Finance Package

The Analytical Finance Package is a set of Java applets. Analytical Finance is a research area that includes financial mathematics, financial engineering, and financial and risk management software. The Analytical Finance group was created by the Department of Mathematics and Physics at the Mälardalen University in 1999. The development of the pilot financial and risk management software projects is one of the main research area of the Analytical Finance Group. The authors describe a project “Analytical Finance Package”. The Analytical Finance Package is a library of applets in the area of analytical finance. The library of software is free and consists mainly of the applets written by the students as their seminar reports, bachelor and master theses. The applets are divided into three groups: simulation of pricing processes, estimation of pricing processes and evaluation of financial contracts.

References in zbMATH (referenced in 1 article , 1 standard article )

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  1. Silvestrov, Dmitrii; Malyarenko, Anatoliy: The analytical finance package (2007)