21 June 2006
Official presentation of the DerivaGem project by the team at ENPC
12 June 2006
Welcome to DerivaGem.com ! We are please to present the first version of the site. It is far from being complete but it already have some useful working tools :
Online Pricers with detailed results and graphics :
- Equity (Vanilla, Binary, Lookback, Asian)
- Fixed Income (Swap, Cap/Floor, Swaptions)
- Other Tools (Vasicek estimation, Debt pricing)
Excel Add-ins
- Vanilla add-in with spreadsheet
- SABR volatility model and calibration
We hope you will enjoy the site, don't hesitate to drop us a note at contact@derivagem.com
The DerivaGem Team
Guillaume Boyeux
Daniel Cai
Gejia Ouyang
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