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EJB Suite offering general Interest derivatives pricing framework: set contract and vol/price/interest models and run MC. Also Analyze Treasury bonds, Yield, Zero Curve, FRAs, Duration/Convexity.

Java API to model the pricing and risk analytics of interest rate cash and derivative products. We cover the fundamental theory of bonds including: Treasury bonds, Yield/Pricing, Zero Curve, Forward rates/FRAs, Duration and Convexity....

3-in-1: Com">COM, .NET and XML Web serviC">ce Interest derivatives priC">cing framework: set C">contraC">ct, set vol/priC">ce/interest models and run MC. We also C">cover: Treasury's, PriC">ce/Yield, Zero Curve, Fixed-Interest bonds, Forward rates/FRAs, Duration and Convexity

Apply the Markowitz Theory and CAPM to construct the optimal portfolio with/without asset weight constraints with respect to the risk, return or investors utility function. Also Performance Eval, interpolation, analysis of Efficient Frontier and CML.

This EJB Suite offers refined numerical procedures to either construct a function of one or two variables from a set of points (i.e. interpolate), or solve an equation of one variable.

.NET, COM and XML Web service implementation of Markowitz Theory and the CAPM to construct the optimal portfolio with/without asset weight constraints with respect to the risk, return or investors utility function.

This Java class library offers refined numerical procedures to either construct a function of one or two variables from a set of points (i.e. interpolate), or solve an equation of one variable.

3-in-1: Delphi, COM and XML Web service implementation of Markowitz Theory and the CAPM to construct the optimal portfolio with/without asset weight constraints with respect to the risk, return or investors utility function. Incl. Perform Eval.

Add refined numerical procedures to either construct a function of one or two variables from a set of points (i.e. interpolate), or solve an equation of one variable; to your .NET, COM and XML Web service Applications.

EJB Suite offers functionality from Basic Statistics, Discrete Probability, Standard Probability Distributions, Hypothesis Testing, Correlation and Linear Regression

Add refined numerical procedures to either construct a function of one or two variables from a set of points (i.e. interpolate), or solve an equation of one variable; to your .NET, COM and XML Web service Applications. Delphi 3-8 & 2005 are supported

EJB collection containing refined procedures for solving sensitivity analysis on uni and multi dimensional, local or global optimization problems. Specialized Linear programming algorithms based on the Simplex Algorithm and duality, are included.

Add StatistiC">cs, DisC">crete Probability, Standard Probability Distributions, Hypothesis Testing, Correlation and Linear Regression funC">ctionality to your .NET, Com">COM, and XML Web serviC">ce AppliC">cations.

Add refined procedures for solving uni and multi dimensional, local or global optimization problems to your .NET, COM, and XML Web service Applications. Specialized Linear programming algorithm based on the Simplex Algorithm and duality, included.

Add refined procedures for solving uni and multi dimensional, local or global optimization problems to your .NET and COM Applications. Specialized Linear programming algorithm based on the Simplex Algorithm and duality, included.

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.

3-in-1: .NET, COM and XML Web service Components for pricing option and futures contracts using Monte Carlo and Finite Difference techniques. General MC pricing framework included: wide range of contracts, price, interest and vol models.