WebCab Options (J2SE Edition) 2.5
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"WebCab Options (J2SE Edition)" snapshot
General Equity derivatives pricing framework.
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Product information
User rating
33% of users liked this software
Windows 7/Vista/XP/2000/95/98
WebCab Components
File size:
11.93 Mb
Date added:
January 1, 2005
Description from the Publisher
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.
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