WebCab Bonds (J2EE Edition) 2

WebCab Bonds (J2EE Edition) 2: EJB Suite for Interest derivatives pricing, FRAs, Duration, Yield. EJB Suite offering general Interest derivatives pricing framework: set contract and vol/price/interest models and run MC. Allows the pricing and risk analytics of interest rate cash and derivative products. We also cover the fundamental theory of bonds including: Treasury bonds, Yield/Pricing, Zero Curve, Forward rates/FRAs, Duration and Convexity. We also cover the topics of Fixed-Interest bonds.

WebCab Options (J2EE Edition) 2.5: EJB Suite implementing General Equity derivatives pricing framework.
WebCab Options (J2EE Edition) 2.5

EJB suite containing 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.

volatility, monte carlo, bermuda, websphere, options, binary, java, weblogic, lookback, finite difference, j2ee, asian, european

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