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.
Anthony and James look news pertaining to cryptocurriences and blockchain deployments, as well as AI and cloud.Subscribe to Weekly Wrap emails
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