WebCab Options (J2EE Edition) 2.5

"WebCab Options (J2EE Edition)" snapshot

EJB Suite implementing General Equity derivatives pricing framework.

Software information
Windows 7/Vista/XP/2000
Ben Fairfax
File size:
51.09 Mb
Date added:
January 1, 2005
Product page:
Description from the Publisher
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.
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