Price Equity Derivatives in .NET/COM/WS Apps
3-in-1:. NET, COM and XML Web service Components regarding pricing option and futures contracts using Monte Carlo and Finite Difference strategies. General Monte Carlo prices framework: wide range associated with contracts, price, interest plus vol models. Price Western european, Asian, American, Lookback, Bermuda and Binary option using Discursive, Monte Carlo and Limited Difference according to an amount of vol, price, volatility and rate models.
Common Pricing Framework offers the particular following predefined Models plus Contracts:
Contracts: Asian Choice, Binary Option, Cap, Voucher Bond, Floor, Forward Begin stock option, Lookback Choice, Ladder Option, Vanilla Change, Vanilla Stock Option, No Coupon Bond, Barrier Choice, Parisian Option, Parasian Choice, Forward and Future.
Curiosity Rate Models: Constant Place Rate, Constant (in time) Yield curve, One aspect stochastic models (Vasicek, Black-Derman-Toty (BDT), Ho and Shelter, Hull and White), 2 factor stochastic models (Breman and Schwartz, Fong plus Vasicek, Longstaff and Schwartz), Cox-Ingersoll-Ross Equilibrium model, Place rate model with automated yield (Ho and Shelter, Hull and White), Heath-Jarrow-Morton forward rate model, Brace-Gatarek-Musiela (BGM) LIBOR market design.
Price Models: Constant cost model, General deterministic cost model, Lognormal price design, Poisson price model.
Volatility Models: Constant Volatility Versions, General Deterministic Volatility design, Hull and White Stochastic model of the Difference, Hoston Stochastic Volatility design.
Monte Carlo Princing Motor: Evaluate price estimate compliance to number of iterations or maximum expected mistake. Evaluate the standard change from the price estimate, plus the minimum/maximum expected cost for a given self-confidence level.
This product furthermore has the next technology factors:
3-in-1:. NET, COM, plus XML Web services : 3 DLLs, 3 API Docs,...
Extensive Client Illustrations (Delphi for. NET, C#, VB. NET)
ADO Vermittler
Compatible Containers (Delphi 3-8, Delphi 2005, C Constructor
|
WebCab Options and Futures for Delphi
Downloads
: 206
