|
|
 |
|
 |
| |
 |
|
 |
 |
| Author: |
WebCab Components |
| File Size: |
7617K |
| Language: |
English |
| Licence: |
Demo |
| Update: |
2004-10-05 00:04:25.000 |
| OS: |
Win95,Win98,Windows2000,WinXP,Windows2003 |
|
3-in-1:.snare,COM and XML Web servicing Components for pricing option and futures contracts using Monte Carlo and Finite Difference techniques.vague Monte Carlo pricing framework: wide range of contracts,value,profit and vol models.value European,Asian,American,Lookback,Bermuda and Binary Options using Analytic,Monte Carlo and Finite Difference in conformity with a number of vol,value,volatility and position models.
General Pricing model offers the following predefined Models and Contracts:
Contracts: Asian Option,Binary pick,lid,Coupon hold fast,story,Forward Start stock pick,Lookback pick,run Option,Vanilla Swap,Vanilla Stock pick,Zero Coupon hold fast,obstruction Option,Parisian pick,Parasian pick,Forward and tomorrow.
Interest Rate Models: Constant Spot position,Constant (in time) Yield twist,unmatchable factor stochastic models (Vasicek,Black-Derman-Toy (BDT),Ho & Lee,Isaac Hull and White),deuce factor stochastic models (Breman & Schwartz,Fong & Vasicek,Longstaff & Schwartz),Cox-Ingersoll-Ross Equilibrium reproduction,spy rate model with automatic yield (Ho & Lee,Isaac Hull & White),Heath-Jarrow-Morton forward rate reproduction,Brace-Gatarek-Musiela (BGM) LIBOR market reproduction.
Price Models: Constant price reproduction,General deterministic price reproduction,Lognormal price reproduction,Poisson price reproduction.
Volatility Models: Constant Volatility Models,General Deterministic Volatility reproduction,Isaac Hull & White Stochastic model of the Variance,Hoston Stochastic Volatility reproduction.
Monte Carlo Princing Engine: Evaluate price estimate accordance to number of iterations or largest expected error.Evaluate the standard deviation of the price rate,and the minimum/maximum expected value for a given confidence level.
This production also has the following technology aspects:
3-in-1:.snare,COM,and XML Web services - 3 DLLs,3 API Docs.
Extensive prospect Examples (C#,VB,C++.)
ADO Mediator
Compatible Containers (VS,VS.snare,studio,C++Builde
Download WebCabOptionsDemoNETService.zip now!
More Softwares:
- Billiard Masters
Enjoy pool night at home! Play against computer or friends!
- 1D0-460 Practice Exam Test Questions
Pass-Guaranteed.com is the leader in IT Certifications
- Digital Divx ASF Encode
Convert all popular video formats to Real Video
- URLBase 6 Professional Edition
URLBase 6 is a powerful and easy to use bookmark manager.
- Winter Wonderland Screensaver
Relive the days of sleds, ice skates, and snowmen.
- 3D ProductBox
3D box shot image creator with DirectX functionality - Easy and straight forwar
|
|
|
 |
|
 |
Copyright 2006-2009 www.3d180.com
All Rights Reserved |