ARTWare® Exotic Options with Mathematica®

Available at the ARTShop

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A "live" Mathematica® Notebook (see illustration here) is available for pricing/hedging Vanilla and Exotic options, as well as some structured products, and permits various hedging/portfolio strategy analysis. There are two versions:

The TG2 "Complementary Edition":  This "complementary" package is an abridged version that provides a limited number of pricing/hedging and related analysis for the "usual suspects" of Exotic Options (see table below).  The package is "encoded" (no source code), and has ART's "branding".  To be eligible for a "complementary copy" you must be a "good client", or meet the requirements at the  ARTShop (also available as part of ARTSchool and TG2Books, or write to ARTWare@Arbitrage-Trading.com).

 

The "full" ARTWare Symbolic Analysis Version: This is currently available on a bespoke basis, and has a large number of pricing/hedging/analysis functions and constructs, it includes the source code, write to ARTWare@Arbitrage-Trading.com.

 

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Please feel free to write to ARTWare@Arbitrage-Trading.com for additional information, and please review the "XO Illustration" page.

Available at the ARTShop

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**Pr/rO  is also included as part of the ARTPr/rO advisory service.