As a demonstration of the capabilities of such an approach, of the Risk Explorer
technology and of Cambridge Risk Dynamics and its associates, we have produced a set of
Java demonstrations as follows:
Since Java is still in its formative period, the various browsers implement facilities in different ways, sometimes incorrectly! We have tried to ensure that these applets function on the most popular browsers but if anyone experiences problems in viewing the applets, we would be grateful for details (browser, platform, details of problem etc.). Please e-mail Geoff Seel
Cashflow Valuation and Risk. This demonstration provides
valuation of cash flow instruments and simple demonstrations of RiskMetricsTM and CreditMetricsTM figures.
It is based on simplified components from the FOTO product.
Value at Risk spreadsheet for the shares in the FT-30 index.
Allows Value at Risk calculations for portfolios composed of long or short positions in 30
major UK shares.
Graphical representation of historic Value at Risk and actual
market movements for the shares in the FT-30 index from 1991 to 1996. This demonstration
contains over 100K of data so extended load times may be experienced.
Holiday Calculator. This demonstration calculates holidays for
various world-wide locations using simplified components from the FOTO product.
Demonstration of the functionality of the Risk Explorer Volatility
Engine. By plugging-in formulas and using appropriate volatility and correlation data,
Value at Risk can be calculated for cash flow and futures instruments.
Contact Financial Object Toolkits for
further details.
54 Berrylands Road
Surbiton
Surrey KT5 8PD
United Kingdom
Tel: +44 (0)20 8399 7000
Fax: +44 (0)870 054 7931
These pages are maintained by Geoff Seel.
© Financial Object Toolkits Ltd.