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.
options futures Java JavaBeans Class Libraries J2SE JSP European Asian American Lookback Bermuda Binary Monte Carlo Finite Diffe
Win98,Windows2000,WinXP,Windows2003,Unix,Linux
Commercial
159.00
9375 K
2004-10-4
Other products fromWebCab Components