Finance modules have been developed by our team to meet the needs of our partners. This software applies in a practical and efficient way the research that is done here at CIRANO. These tools are user-friendly, and no additional software is required on the user’s side. Accordingly, installation is quick and inexpensive.
Thanks to their trial version, it’s now possible to try online each of our six modules. For each of them, an animated demonstration, an evaluation of the thematic studied as well as information on the scientific aspects are also available.
| M. Boyer |
The designer of the module, Martin Boyer, emphasizes that " with this software, the user is well-equipped to study the pricing issues under many perspectives."
This module illustrates real options theory through project assessment.
GARCH Models for Option Pricing
This module calculates option prices when the underlying asset follows a GARCH process.
Copulas in Finance
The benefits of copulas use are illustrated in this module.
Hedging and derivatives pricing are of particular interest for financial practitioners.