Linux download vol [4 articles found]
WebCab Options (J2SE Edition) for linux
JSP bean for General Pricing Framework..
Java API for price option and futures contracts using Monte Carlo and Finite Difference techniques. General MC pricing framework: wide range of contracts, price, interest and vol models. Prices European, Asian, American, Lookback, Bermuda and Binary Options using Analytic, Monte Carlo and Finite Difference inaccordance with a number of vol, price, volatility and rate models.
Business & Finance - Investment Tools, On January 16, 2008 updated, downloaded 4 times, file size is 9375Kb.
WebCab Bonds (J2EE Edition) for linux
General Pricing EJB Framework..
EJB Suite offering general Interest derivatives pricing framework: set contract and vol/price/interest models and run MC. Allows the pricing and risk analytics of interest rate cash and derivative products. We also cover the fundamental theory of bonds including: Treasury bonds, Yield/Pricing, Zero Curve, Forward rates/FRAs, Duration and Convexity. We also cover the topics of Fixed-Interest bonds.
Business & Finance - Investment Tools, On January 18, 2008 updated, downloaded 3 times, file size is 13944Kb.
WebCab Bonds (J2SE Edition) for linux
General Pricing Java API Framework..
Java Components offering general Interest derivatives pricing framework: set contract and vol/price/interest models and run MC. Also allows the pricing and risk analytics of interest rate cash and derivative products. We also cover the fundamental theory of bonds including: Treasury bonds, Yield/Pricing, Zero Curve, Forward rates/FRAs, Duration and Convexity. Download then "java -jar *.jar" at prompt.
Business & Finance - Investment Tools, On January 18, 2008 updated, downloaded 3 times, file size is 7954Kb.
WebCab Options (J2EE Edition) for linux
EJB`s for Pricing Equity Options..
EJB suite containing price option and futures contracts using Monte Carlo and Finite Difference techniques. General MC pricing framework: wide range of contracts, price, interest and vol models. Prices European, Asian, American, Lookback, Bermuda and Binary Options using Analytic, Monte Carlo and Finite Difference inaccordance with a number of vol, price, volatility and rate models.
Business & Finance - Other, On January 31, 2008 updated, downloaded 5 times, file size is 27615Kb.