Self Explaining Models -- VaR Example?

[adrian walker]

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 (http://www.reengineeringllc.com/demo_agents/Derivatives1.agent)
www.reengineeringllc.com/demo_agents/BlackScholes1.agent (http://www.reengineeringllc.com/demo_agents/BlackScholes1.agent)
www.reengineeringllc.com/demo_agents/Transfer-Price1.agent (http://www.reengineeringllc.com/demo_agents/Transfer-Price1.agent)
www.reengineeringllc.com/demo_agents/Oil-IndustrySupplyChain1.agent (http://www.reengineeringllc.com/demo_agents/Oil-IndustrySupplyChain1.agent)

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

-- Adrian adriandwalker@gmail.com