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Thetaris Community Portal

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Feature wish list

  • How about an Excel plugin of the Theta Suite?

Answer: You can already use the Matlab Excel plugin and call the code generated by Theta Analyzer (see Mathwork's spreadsheet link for details). We are currently looking into having tighter Excel integration and would need to know more about what people expect. Use cases would also be useful. Do you have suggestions? --Grau

Discussion with Thetaris' developers

  • How accurate are the error estimates of the result explorer?

Answer: In general, the estimates are reliable. But in cases where an expected value E() is used, the error estimates in the result explorer underestimate the true error. We are working on more reliable error estimates for this case. --Grau

  • Could you please post the thesis of Andreas Grau as pdf for download or point out where it can be obtained.

[http://deposit.ddb.de/cgi-bin/dokserv?idn=988898861&dok_var=d1&dok_ext=pdf&filename=988898861.pdf Applications of Least-Squares Regressions to Pricing and Hedging of Financial Derivatives]