Price option and futures contracts using Monte Carlo and Finite...
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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 inaccordance with a number of vol, price, volatility and rate models.
This product also contains the following features:* GUI Bundle - we bundle a suite of graphical user interface JavaBean components (with 1, 2, 4 or site-wide license) allowing the developer to plug-in a wide range of GUI functionality (including charts/graphs) into their client applications* EAR Files - we provide individual customized EAR files for the most widely used application servers including IBM WebSphere 4.
0/5. 0, BEA WebLogic 6. 1/7. 0, Oracle 9iAS, Sun ONE AppServer 7, Ironflare Orion 1. 5. 2/1. 6. 0, Borland AppServer 5. 0, Sybase EAServer 3. 6 and JBoss 2.
4. 4/3. 0* Self-Deploy - the relevant servers EAR file will be self-deployed onto supported local application servers during the installation of the self-install package.
The supported application servers include IBM WebSphere 4. 0/5. 0, BEA WebLogic 6. 1/7. 0, Oracle 9iAS, Borland AppServer 5. 0, Ironflare Orion 1.