Buy WebCab Options for .NET purchase with discount. Purchase WebCab Options for .NET 3.0. Buy WebCab Options for .NET 3.0

Buy WebCab Options for .NET via Regnow

> FREE TRIAL DEMO

Web Authoring

Servers

Buy WebCab Options for .NET 3.0 purchase with discount

Description

WebCab Options for .NET 3.0

Author Company: WebCab Components

WebCab Options for .NET 3.0 Add our Equity derivatives pricing framework to COM, .NET and Web service Apps

Buy WebCab Options for .NET via Regnow purchase with discount

The full version can be purchased by clicking on the "ORDER" button below

File Size: 7617 kB
OS: Windows 98 / NT / 2000 / ME / XP / VISTA
License: Commercial - Time Limit, free to try, 143 to buy.

Software Developed by WebCab Components

Download now (7617 kB)

Click to buy from RegNow (143$)

Description :

WebCab Options for .NET - Price Equity Derivatives in .NET/COM/WS Apps

Internet and Computer Activity Monitoring 5.1

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 (C#, VB, C++,..)
ADO Mediator
Compatible Containers (VS, VS.NET, Office, C++Builder, Delphi)

This is the Commercial version. The full version can be purchased by clicking on the "Buy Now" button below for around $143 USD.

Click to buy from RegNow

Direct Buy Purchasing
Download-soft.com awards:
Doupload Editor`s rating:
Editor`s Choice on GodMoon.com

More Products from company WebCab Components :

WebCab Optimization for .NET 2.6 - Add optimization & Liner Programming solver to your .NET and COM Applications.
WebCab Bonds for .NET 2 - General Interest derivatives pricing for .NET, COM and XML Web service Apps
WebCab Bonds for Delphi 2 - Interest Derivative Pricing for .NET/Win32/Web Service Applications.
WebCab Optimization (J2EE Edition) 2.6 - Enterprise Java Component for solving local or global optimization problems.
WebCab Options (J2SE Edition) 2.5 - General Equity derivatives pricing framework.
WebCab Functions for .NET 2.0 - Interpolate functions and solve equations in your .NET, COM, Web Service Apps
WebCab Portfolio for .NET 4.2 - Add Markowitz Theory and CAPM to your .NET/COM/XML Web service Applications
WebCab Options for .NET 3.0 - Add our Equity derivatives pricing framework to COM, .NET and Web service Apps
WebCab Options (J2EE Edition) 2.5 - EJB Suite implementing General Equity derivatives pricing framework.
WebCab Probability and Stat (J2SE Ed.) Deluxe - Offers functionality from Basic Statistics, Discrete Probability, Standard
WebCab Probability and Stat (J2EE Ed.) Deluxe - EJB Suite offers functionality from Basic Statistics, Discrete Probability,
WebCab Probability and Stat for .NET 3.3 - Statistics, Discrete Prob, Distributions, Hypo. testing, Correlation,Regression
WebCab Probability and Stat 3.3 - Statistics, Discrete Prob, Distributions, Hypo. testing, Correlation,Regression
WebCab Probability and Stat for Delphi 3.3 - Statistics, Discrete Prob, Distributions, Hypo. testing, Correlation,Regression
WebCab Portfolio (J2EE Edition) 4.2 - Apply the Markowitz Theory and CAPM to construct the optimal portfolio.
WebCab Portfolio (J2SE Edition) 4.2 - Apply the Markowitz Theory and CAPM to construct the optimal portfolio.
WebCab Optimization (J2SE Edition) 2.6 - Java class library for solving local or global optimization problems.
WebCab Functions (J2SE Edition) 2.0 - Java class library for solving equations and interpolating functions
WebCab Options for Delphi Deluxe - Price option and futures contracts using Monte Carlo and Finite Difference