Home : All Products : Maple Professional Toolbox Series : Maple™ Financial Modeling Toolbox

Multi-disciplinary environment for financial modeling and analysis The Maple™ Financial Modeling Toolbox complements Maple’s multi-disciplinary environment with over 100 new commands, designed specifically for quantitative financial modeling and analysis. These can be combined with the existing Maple tools - including ODE and PDE solvers, statistical data analysis and optimization, to produce analytical applications and product prototypes in the Maple interactive document interface. Application Areas Risk Analysis Portfolio Management Quantitative Analysis Model Validation/Vetting And more… Modeling with Local Volatility Simulating SVJJ Processes 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 analyzing 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 optimization. Lattice methods, tools to construct binomial and trinomial trees. View system requirements Feature Details Interactive Technical Document Environment Full documentation components (text, plots, images etc) that incorporate the math into a fully documented, readable, interactive application that captures the thinking behind its development, for capturing and reusing knowledge as an informational asset Intuitive 2-D equation editor for typeset quality mathematical representation Access to Full Maple Functionality ODE, PDE and DAE solvers, Statistics and Optimization packages, and many more! Enhanced graphics for advanced visualization Code generation capabilities to five languages: C, FORTRAN, Visual Basic®, Java™, MATLAB® Specialized Command Sets Tools for creating and analyzing term structures of interest rates Stochastic processes and simulation and symbolic tools for manipulating stochastic variables including: Brownian motion (one- and multi- dimensional) Geometric Brownian motion Ornstein-Uhlenbeck process Square-root diffusion and Merton jump-diffusions Subordinated processes Gaussian Markov processes (one- and multi-dimensional) Poisson and Gamma process General Ito process defined by drift and volatility Lattice methods, tools to construct binomial and trinomial trees, including equity trees and short-rate trinomial trees. Implied binomial and trinomial trees Calendars, day counters, interest rates Basic instruments such as European, American and Bermudan options – ability to specify payoff as a Maple procedure Bonds and swaps