Barra Targets Derivs Users With Two New Systems--One Ready, The Other In Beta

RESEARCH & ANALYTICS

Barra Inc. has released a new exotic options software package, called Barra/Rubinstein Exotics, based on Microsoft Corp.'s Excel spreadsheet technology. The product covers Black-Scholes and Cox-Ross-Rubinstein option models, average-rate options, compound options, lookback options, barrier options and rainbow options. In addition, beta tests of Barra's Cosmos, a new Microsoft Windows-based fixed-income risk management product with some derivatives functionality, are set to begin this month

Only users who have a paid subscription or are part of a corporate subscription are able to print or copy content.

To access these options, along with all other subscription benefits, please contact [email protected] or view our subscription options here: http://subscriptions.waterstechnology.com/subscribe

You are currently unable to copy this content. Please contact [email protected] to find out more.

To continue reading...

You need to sign in to use this feature. If you don’t have a WatersTechnology account, please register for a trial.

Sign in
You are currently on corporate access.

To use this feature you will need an individual account. If you have one already please sign in.

Sign in.

Alternatively you can request an individual account here: