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Overview:
Java API for 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 in accordance with a number of vol. price, volatility and rate models.
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| Format: | Software | Size: | 11,276 KB |
| Date: | Dec 2005 | Version: | 2.5 |
| License: | Free to try | Price: | $159.00 |
| Limitations: | 50-use trial | ||
| Platform: | Windows | ||
| System Req: | Windows 98/Me/NT/2000/XP/2003 Server, An Operating System running Java |
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