 |
|
|
|
|
WebCab Components Country: United Kingdom - City: Lancing Web Site: Web site WebCab Components products: WebCab Functions for .NET 2.0 (Download WebCab Functions for .NET) This .NET 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. WebCab Probability and Stat (J2EE Ed.) 3.3 (Download WebCab Probability and Stat (J2EE Ed.) ) EJB Suite offers functionality from Basic Statistics, Discrete Probability, Standard Probability Distributions, Hypothesis Testing, Correlation and Linear Regression WebCab Bonds for Delphi 1 (Download WebCab Bonds for Delphi) Interest Derivative pricing framework,yield/price, duration/convexity, FRA, Analyze Treasury bonds, Yield, Zero Curve, FRAs, Duration/Convexity. General Interest derivatives pricing framework: set contract and vol/price/interest models and run MC. WebCab Probability and Stat for .NET 3.3 (Download WebCab Probability and Stat for .NET) Offers functionality from Basic Statistics, Discrete Probability, Standard Probability Distributions, Hypothesis Testing, Correlation and Linear Regression WebCab Probability and Stat (J2SE Ed.) 3.3 (Download WebCab Probability and Stat (J2SE Ed.) ) Offers functionality from Basic Statistics, Discrete Probability, Standard Probability Distributions, Hypothesis Testing, Correlation and Linear Regression WebCab Optimization (J2SE Edition) 2.6 (Download WebCab Optimization (J2SE Edition)) Java API 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. WebCab Options (J2EE Edition) 2.5 (Download WebCab Options (J2EE Edition)) EJB suite including 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. WebCab Options and Futures for Delphi 2.5 (Download WebCab Options and Futures for Delphi) Price 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. WebCab Functions (J2EE Edition) 2.0 (Download WebCab Functions (J2EE Edition)) 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. WebCab Portfolio (J2SE Edition) 4.2 (Download WebCab Portfolio (J2SE Edition)) 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. WebCab TA (J2EE Community Edition) 1 (Download WebCab TA (J2EE Community Edition)) 100% Free EJB Component suite providing a collection of technical indicators for the construction of technical trading systems. Moreover, by using these methods with our JDBC mediator you will be able to iteratively apply these indicators to a DBMS. WebCab Optimization for Delphi 2.6 (Download WebCab Optimization for Delphi) Delphi Component containing refined procedures for solving uni and multi dimensional, local or global optimization problems. Specialized Linear programming algorithms based on the Simplex Algorithm and duality, are included. WebCab Functions (J2SE Edition) 2.0 (Download WebCab Functions (J2SE Edition)) 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. WebCab Bonds for .NET 1 (Download WebCab Bonds for .NET) .NET Component to analyze Treasury bonds, Yield, Zero Curve, FRAs, Duration/Convexity. Also include is a general Interest derivatives pricing framework: set contract and vol/price/interest models and run MC. WebCab TA for Delphi (Community Edition) 1 (Download WebCab TA for Delphi (Community Edition)) 100% Free COM, .NET and XML Web service providing 25+ technical indicators for the construction of technical trading systems. By using these methods with our included JDBC mediator you will be able to iteratively apply these indicators to a DBMS. WebCab Options for .NET 2.5 (Download WebCab Options for .NET) .NET Component and XML Web service 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. WebCab Portfolio (J2EE Edition) 4.2 (Download WebCab Portfolio (J2EE Edition)) 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. WebCab Portfolio for .NET 4.2 (Download WebCab Portfolio for .NET) 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. WebCab Functions for Delphi 2.0 (Download WebCab Functions for Delphi) This Delphi Component 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. WebCab Portfolio for Delphi 4.2 (Download WebCab Portfolio for Delphi) Delphi add-in Component and XML Web service implementation 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. WebCab Probability and Stat for Delphi 3.3 (Download WebCab Probability and Stat for Delphi) Offers functionality from Basic Statistics, Discrete Probability, Standard Probability Distributions, Hypothesis Testing, Correlation and Linear Regression for your Delphi Applications. WebCab Options (J2SE Edition) 2.5 (Download WebCab Options (J2SE Edition)) 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. WebCab Optimization for .NET 2.6 (Download WebCab Optimization for .NET) .NET class library containing refined procedures for solving uni and multi dimensional, local or global optimization problems. Specialized Linear programming algorithms based on the Simplex Algorithm and duality, are included. |
|
 |
