Autore: WebCab Categoria primaria: Finanza Tipo prodotto: Componente / JavaBean / Java Class / Enterprise JavaBean V2.0
*
EJB Suite offering general Interest derivatives pricing framework: set contract and vol/price/interest models and run MC. WebCab Bonds (J2EE Edition) allows the pricing and risk analytics of interest rate cash and derivative products. Also covered: 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.
Autore: WebCab Categoria primaria: Finanza Tipo prodotto: Componente / JavaBean / Java Class
*
Java API for price option and futures contracts using Monte Carlo and Finite Difference techniques. WebCab Options (J2SE Edition) covers 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 in accordance with a number of vol, price, volatility and rate models.
Apply the 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 also includes Performance Evaluation, interpolation procedures, analysis of Efficient Frontier, Market Portfolio and CML.
Per vostra referenza, abbiamo incluso dei link a Google Translate per le informazioni sui prodotti che non sono state ancora tradotte. Ti preghiamo di tenere conto che le traduzioni automatiche non sono sempre completamente accurate.