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Self Explaining Models -- VaR Example?

adrian walker

Joined
11/26/07
Messages
2
Points
11
Hi All --

There's a way of writing and running Black-Scholes and other financial models as business rules in self-explaining, executable English.

Please see the examples:

www.reengineeringllc.com/demo_agents/Derivatives1.agent
www.reengineeringllc.com/demo_agents/BlackScholes1.agent
www.reengineeringllc.com/demo_agents/Transfer-Price1.agent
www.reengineeringllc.com/demo_agents/Oil-IndustrySupplyChain1.agent

Anyone interested in cooperating on an options Sensitivity/VaR example?

-- Adrian adriandwalker@gmail.com
 
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