FinCalc - Financial analytics & Risk management
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Microsoft Excel based tools that covers bonds, money market instruments, futures, options, interest rate swaps, caps and floors and swaptions
Title: FinCalc
Description: FinCalc is a financial modeling tool implemented with Microsoft Excel. It covers bonds, money market instruments, futures, options, interest rate swaps, caps & floors and swaptions. FinCalc allows to compute portfolio statistics like the volatility, the expected return, the tracking error or the value at risk. With these analytics, a portfolio can be optimized on an absolute basis or relative to a benchmark.
Keywords: finance financial model modeling excel spreadsheet analysis analytic derivative derivatives option options bonds fixed income futures forward rate agreement fra swaps swaptions pricing risk var value at risk portfolio optimization tracking error
