Finance

Finance

The GAUSS finance procedures combined with keyword functions make the platform appropriate for easy updating of results, while simultaneously meeting the needs of specialized models. Documentation and visualization of model results is clear, thorough, and easy to interpret and share.

GAUSS is capable of efficiently handling large datasets and provides tools for easy data management making it suitable for conducting analysis using high frequency, real-time data.

There is a large set of functions and applications specifically designed for finance, including:

  • Binomial Options Pricing: Pre-programmed routines for implementing binomial options pricing model to both European and American call and put options.
    • AmericanBSCall (American Black and Scholes call)
    • European BSPut
    • AnnualTradingDay
    • GetNextWeekDay