Application Areas

Built-in Financial Computations

Mathematica now contains tools for solving problems in classical and modern finance. These capabilities allow for comprehensive derivative calculations, the computation of bond values and sensitivity measures, and advanced time value of money calculations. Mathematica also provides immediate access to a large array of financial and economic data, and contains financial import and export tools for working with external data.

  • Comprehensive derivative calculations. »
  • Support for European and American exercise styles, as well as exotic derivatives.
  • Computation of Greeks and implied volatility.
  • Symbolic and numerical time value of money computations. »
  • Valuation capabilities for lump-sum amounts, annuities, and continuous or discrete cash flow streams.
  • Interest rate scenarios including continuous or discrete time processes and term structures.
  • Comprehensive bond computations and valuation. »
  • Calculations for bond sensitivity measures, accrued interest, and calendar measurements.
  • Support for continuous and discrete time coupon or interest rate processes.
  • Seamless integration of financial functions with Mathematica's statistics and visualization framework.
Tight integration of Financial Functions »Control Numerical Evaluation »Exotic Contracts »
Computation of Greeks »Applications »Input Symbolic Parameters »
Plot Values as a Function of Any Variable »Find Solutions for Specified Variables »Assets with Growing Payments »
Combine Interest Rate and Payment Processes »Plot Relationship among Financial Variables »"Bootstrap" Spot Rates from a Term Structure »
Use Continuous Payment Processes »Integrate with the Statistics Framework »
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