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.

Version 2.5
9.38 MB
Cost: $159.00
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Supported Operating Systems:
Win98
Windows2000
WinXP
Windows2003
Unix
Linux
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