Multi-disciplinary environment for financial modeling and analysis
The Maple Financial Modeling Toolbox compliments Maple's multi-disciplinary environment with over 100 new commands, designed specifically for quantitative financial modelling and analysis.
These can be combined with the existing Maple tools - including ODE and PDE solvers, statistical data analysis and optimisation, to produce analytical applications and product prototypes in the Maple interactive document interface.
Key features
- Interactive technical document interface with intuitive 2-D equation editor for capturing and reusing knowledge as an informational asset
- Tools for creating and analysing term structures of interest rates
- Stochastic processes and simulation and symbolic tools for manipulating stochastic variables
- Short-rate models and analytic formulas
- Full access to Maple functionality including closed-form and numeric ODE, PDE and DAE solvers in addition to linear and non-linear optimisation
- lattice methods tools to construct binomial and trinomial trees