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Produces stochastic scenarios of interest rates, stock indices, and other economic variables based on an underlying arbitrage free two factor interest rate model. Produces both real probability scenarios and risk neutral probability scenarios.
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http://www.mathematical-finance.com
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Business, Management, Software, Risk Management - Mathematical Finance Company. Produces stochastic scenarios of interest rates, stock indices, and other economic variables based on an underlying arbitrage free two factor interest rate model. |
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