.NET, COM and WS 4 Markowitz Theory and CAPM
. INTERNET, COM and XML Internet service implementation of Markowitz Theory and Capital Resource Pricing Model (CAPM) to assess and construct the optimum portfolio with/without asset pounds constraints with respect in order to Markowitz Theory by providing the particular risk, return or traders utility function; or regarding CAPM by given the chance, return or Market Profile weighting. Also includes Efficiency Evaluation, extensive auxiliary classes/methods including equation solve plus interpolation procedures, analysis associated with Efficient Frontier, Market Profile and CML.
Utility Efficiency included:
Interpolation - Cu spline and general polynomial interpolation procedures to help within the study of the particular Efficient Frontier
SolveFrontier : Solve the Efficient Frontier with respect to the particular risk, return, or the particular investors utility function.
MaxRange - Maximum range associated with the constrained Efficient Frontier
AssetParameters - Evaluation associated with the covariance matrix, anticipated return, volatility, portfolio risk/variance.
Performance Evaluation - Provides a number of procedures regarding accessing the return plus risk adjusted return (Treynors Measure, Sharpes Ratio).
This particular product also offers the right after technology aspects:
3-in-1:. INTERNET, COM, and XML Internet services - Three DLLs, Three API Docs, 3 Sets of Client Illustration all in 1 item. Offering a 1st course. NET, COM, and XML Web service product execution.
Extensive Client Examples : Multiple client examples which includes. NET (C#, VB. INTERNET, C. NET), COM plus XML Web services (C#, VB. NET)
ADO Vermittler - The ADO Vermittler assists the. NET creator in writing DBMS allowed applications by transparently merging the financial and statistical functionality of our. INTERNET components with the FURORE. NET Database Connectivity design.
Compatible Containers - Visible Studio 6, Visual Facilities. NET, Borlands C Constructor, Borland Delphi 3 : 2005, Office 97/2000/XP/2003
OR NET. NET Web Application Illustrations
ASP. NET Examples along with Synthetic ADO. NET
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