Price Equity Derivatives in .NET/COM/WS Apps

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Add our Equity derivatives pricing framework to COM, .NET and Web service Apps.

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Price Equity Derivatives in .NET/COM/WS Apps
WebCab Options and Futures for Delphi 3.1 by WebCab Components
License: Demo
Popularity:
0% popularity: WebCab Options and Futures for Delphi
WebCab Options and Futures for Delphi scanned and found to be virus free

Publisher's description

3-in-1: .NET, COM and XML Web service Components for pricing option and futures contracts using Monte Carlo and Finite Difference techniques. 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.

General Pricing Framework offers the following predefined Models and Contracts:

Contracts: Asian Option, Binary Option, Cap, Coupon Bond, Floor, Forward Start stock option, Lookback Option, Ladder Option, Vanilla Swap, Vanilla Stock Option, Zero Coupon Bond, Barrier Option, Parisian Option, Parasian Option, Forward and Future.

Interest Rate Models: Constant Spot Rate, Constant (in time) Yield curve, One factor stochastic models (Vasicek, Black-Derman-Toty (BDT), Ho & Lee, Hull and White), Two factor stochastic models (Breman & Schwartz, Fong & Vasicek, Longstaff & Schwartz), Cox-Ingersoll-Ross Equilibrium model, Spot rate model with automatic yield (Ho & Lee, Hull & White), Heath-Jarrow-Morton forward rate model, Brace-Gatarek-Musiela (BGM) LIBOR market model.

Price Models: Constant price model, General deterministic price model, Lognormal price model, Poisson price model.

Volatility Models: Constant Volatility Models, General Deterministic Volatility model, Hull & White Stochastic model of the Variance, Hoston Stochastic Volatility model.

Monte Carlo Princing Engine: Evaluate price estimate accordance to number of iterations or maximum expected error. Evaluate the standard deviation of the price estimate, and the minimum/maximum expected price for a given confidence level.

This product also has the following technology aspects:

3-in-1: .NET, COM, and XML Web services - 3 DLLs, 3 API Docs,...
Extensive Client Examples (Delphi for .NET, C#, VB.NET)
ADO Mediator
Compatible Containers (Delphi 3-8, Delphi 2005, C++Builder




Size: 6.67MB
Cost: $143.00


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Investment Tools category

Platform: Win95,Win98,Windows2000,WinXP,Windows2003
License: Demo
Category: Business::Investment Tools
Date Added: Oct 30, 2006
Last check for an update: Sep 27, 2016
Last version date: Nov 11, 2004
Page Visit: 172
Malware Status: Clean
Scan Date: Mar 31, 2009

Link to WebCab Options and Futures for Delphi sample code
Add our Equity derivatives pricing framework to COM, .NET and Web service Apps.




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