WebCab Options for .NET ... Difference in accordance with a number of vol, price, volatility and rate models.
General Pricing Framework offers the following ... model, Lognormal price model, Poisson price model.
Volatility Models: Constant Volatility Models, General Deterministic Volatility ...
WebCab Options and Futures for Delphi ... Difference in accordance with a number of vol, price, volatility and rate models.
General Pricing Framework offers the following ... model, Lognormal price model, Poisson price model.
Volatility Models: Constant Volatility Models, General Deterministic Volatility ...
WebCab Bonds for .NET ... model, Lognormal price model, Poisson price model.
Volatility Models: Constant Volatility Models, General Deterministic Volatility model, Hull & White ...
WebCab Bonds for Delphi ... model, Lognormal price model, Poisson price model.
Volatility Models: Constant Volatility Models, General Deterministic Volatility model, Hull & White ...
WebCab Portfolio for .NET ... - Evaluation of the covariance matrix, expected return, volatility, portfolio risk/variance.
Performance Evaluation - Offers a number ...
WebCab Portfolio for Delphi ... - Evaluation of the covariance matrix, expected return, volatility, portfolio risk/variance.
Performance Evaluation - Offers a number ...
WebCab Options (J2SE Edition) ... Difference inaccordance with a number of vol, price, volatility and rate models.
This product also contains the following ...
WebCab Options (J2EE Edition) ... Difference inaccordance with a number of vol, price, volatility and rate models.
This product also contains the following ...
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