Calculators

Below you will be able to access the latest versions of the calculators. To do this follow the instructions below:

1. Click on the link of the calculator that you want to download
2. You'll be directed to a link of DropBox (it is not necessary to have a DropBox account)
3. At the top right of the screen, select Download–Direct Download and you will have available the calculator

4. Enter the password of download (exclusively for students, ex-students) supplied by Roberto or contáctale to apply

Calculators are available:

•  Bonds
  • Bonds
  • Curve zero coupon: function discount bootstrapping
  • Curve zero coupon: discount function bootstrapping iterative
  • Bonds in calculator Casio FC-200V: tutorial
  • Bonds in calculator Casio FC-200V: video
• Swaps
  • Interest Rate Swaps. (03/18).Tutorial self explanatory YouTube.
  • Currency swaps (01/17)
  • Credit Default Swaps
  • Securitization & basis (04/19)
• Options
  • Options european equity. Tutorial self explanatory YouTube.
  • Options european currency. (02/18)
  • Options american
  • Exotic options
  • Caps/Floors (Black, ShiftedLogNormal, Normal) (10/18)
  • Swaptions (Black) (10/18)
•  Structured
  • Structured equity & exotic
  • IPPP
  • Structure Double Stretch
• Risks
  • Value At Risk (Historical Simulation) (03/18)
  • Value At Risk (Simulation Monte Carlo)
  • Value At Risk (Parametric-Normal)