Derivative

WebCab Options and Futures for Delphi
$143.00 - WebCab Components

3-in1: .NET, COM and XML Web service Components for pricing 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.

bonds, class libraries, vb net, web service, markets, interest rate, capital market, futures, bermuda, binary, lookback, asian

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OilProp
$49.00 - URVAS Engineering

OilProp is designed to assess the core thermophysical properties of oil and its derivatives necessary to solve transportation and processing tasks, with the minimum volume of input data. It is based on regularities and statistics generally known in the area.

volatility, european, american, options, monte carlo, finite difference, java, j2ee, scientific calculator, analysis, hyperbolic functions, javabeans

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WebCab Bonds (J2EE Edition)
$249.00 - WebCab Components

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.

trigonometric functions, inverse functions, j2se, delphi net, class libraries dephi, delphi, spreadsheet, fx options, fixed income derivatives, credit default swaps, foreign exchange, technical analysis

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WebCab Bonds (J2SE Edition)
$199.00 - WebCab Components

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.

commodity derivatives, equity options, credit derivatives, function, oilprop, urvas engineering, fractional composition, pipelines, hydraulic, thermophysical properties, oil transportation, compact

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WebCab Options (J2EE Edition)
$199.00 - WebCab Components

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.

high precision, decimal, regression, incomplete, future, market, commodities, gamma, exchange, expiration, schedule, trading

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WebCab Options (J2SE Edition)
$159.00 - WebCab Components

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.

code, websphere, lower, upper, contract, track, trade, commodity, weblogic, month, expire, futurestrac

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