개발처/발매처: /n software 주요 카테고리: 금융관계 상품타입: Component / .NET Class / 100% Managed Code은행, 신용카드, 투자 회사에서 실시간 금융 데이터를 검색하는 완전 통합 솔루션을 구축. /n software IBiz E-Banking Integrator는 개방 금융 교환(Open Financial Exchange; OFX) 클라이언트 통합을 위한 컴포넌트의 집합입니다. /n software IBiz E-Banking Integrator를 이용하면, 은행, 신용카드, 투자 회사 계정에서 금융 데이터를 검색하는 과정이 쉽습니다. 컴포넌트는 OFX 프로토콜과 보안 논리를 완전히 캡슐화하고 금융 거래 정보에 접근하는 사용하기 쉬운 인터페이스를 제공합니다. /n software IBiz E-Banking Integrator은 Visual Studio 2005 와 호화성을 가지며, Visual Basic .NET (VB.NET) 과 C# 샘플을 제공합니다. 상세 보기
개발처/발매처: /n software 주요 카테고리: 금융관계 상품타입: Component / ASP.NET WebForms / .NET Class / 100% Managed Code은행, 신용카드, 투자 회사에서 실시간 금융 데이터를 검색하는 완전 통합 솔루션을 구축. /n software IBiz E-Banking Integrator는 개방 금융 교환(Open Financial Exchange; OFX) 클라이언트 통합을 위한 컴포넌트의 집합입니다. /n software IBiz E-Banking Integrator를 이용하면, 은행, 신용카드, 투자 회사 계정에서 금융 데이터를 검색하는 과정이 쉽습니다. 컴포넌트는 OFX 프로토콜과 보안 논리를 완전히 캡슐화하고 금융 거래 정보에 접근하는 사용하기 쉬운 인터페이스를 제공합니다. /n software IBiz E-Banking Integrator은 Visual Studio 2005 와 호화성을 가지며, Visual Basic .NET (VB.NET) 과 C# 샘플을 제공합니다.
상세 보기
Model the pricing and risk analytics of interest rate cash and derivative products. Bonds for .NET covers the fundamental theory of bonds including: Treasury bonds, Yield/Pricing, Zero Curve, Forward rates/FRAs, Duration and Convexity. Also covered are the topics of Fixed-Interest bonds and interest based calculations. 3-in-1: COM, .NET and XML Web service Interest derivatives pricing framework: set contract, set vol/price/interest models and run MC. Also covers: Treasury bonds, Price/Yield, Zero Curve, Fixed-Interest bonds, Forward rates/FRAs, Duration and Convexity. 상세 보기
3-in-1: COM, .NET and XML Web service Interest derivatives pricing framework: set contract, set vol/price/interest models and run MC. WebCab Bonds for Delphi allows the pricing and risk analytics of interest rate cash and derivative products. Also covered: Treasury bonds, Price/Yield, Zero Curve, Fixed-Interest bonds, Forward rates/FRAs, Duration and Convexity. The topics of Fixed-Interest bonds are also convered. 상세 보기
Offers quantitative and risk management techniques for a wide range of option and futures contracts. Apply the Black-Scholes-Merton Options pricing model to European, Asian, American, Lookback, Bermuda and Binary Options using Analytic, Monte Carlo and Finite Difference techniques. Models of implied and historical volatility along with futures account management and market risk monitoring are also included. 상세 보기
3-in-1: .NET, COM and XML Web service Components for pricing option and futures contracts using Monte Carlo and Finite Difference techniques. WebCab Options for Delphi impliments the General Monte Carlo pricing framework: wide range of contracts, price, interest and vol models. Price European, Asian, American, Lookback, Bermuda and Binary Options using Analytic, Monte Carlo and Finite Difference in accordance with a number of vol, price, volatility and rate models. 상세 보기
3-in-1: .NET, COM and XML Web service Components for pricing option and futures contracts using Monte Carlo and Finite Difference techniques. WebCab Options for .NET implements the General Monte Carlo pricing framework: wide range of contracts, price, interest and volume models. Price European, Asian, American, Lookback, Bermuda and Binary Options using Analytic, Monte Carlo and Finite Difference in accordance with a number of volume, price, volatility and rate models. 상세 보기
3-in-1: .NET, COM and XML Web service implementation of Markowitz Theory and Capital Asset Pricing Model (CAPM) to analyze and construct the optimal portfolio with/without asset weight constraints with respect to Markowitz Theory by giving the risk, return or investors utility function; or with respect to CAPM by given the risk, return or Market Portfolio weighting. WebCab Portfolio for .NET also includes Performance Evaluation, extensive auxiliary classes/methods including equation solve and interpolation procedures, analysis of Efficient Frontier, Market Portfolio and CML. 상세 보기
3-in-1: .NET, COM and XML Web service implementation of Markowitz Theory and Capital Asset Pricing Model (CAPM) to analyze and construct the optimal portfolio with/without asset weight constraints with respect to Markowitz Theory by giving the risk, return or investors utility function; or with respect to CAPM by given the risk, return or Market Portfolio weighting. WebCab Portfolio for Delphi also includes Performance Evaluation, extensive auxiliary classes/methods including equation solve and interpolation procedures, analysis of Efficient Frontier, Market Portfolio and CML. 상세 보기
COM, .NET and XML Web service providing 25+ technical indicators which can be used in the construction of technical trading systems. WebCab TA (.NET Community Edition) used in conjunction with the included ADO mediator will enable you to iteratively apply these indicators to historical data stored within a DBMS. 상세 보기
금융관계 / .NET