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WebCab Portfolio (J2SE Edition) 5.0 (Downloads: 570)
Apply the Markowitz Theory and CAPM to construct the optimal portfolio. Apply the Markowitz Theory and Capital Asset Pricing Model (CAPM) to analyze and construct the optimal portfolio with/without asset weight constraints with respect to Markowitz Theory by giving the risk, return or investors utility function; or with respect to CAPM by given the risk, return or Market Portfolio weighting. Also includes Performance Evaluation, extensive auxiliary classes/methods including equation solve and interpolation procedures, analysis of Effici...
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WebCab Probability and Stat (J2SE Ed.) 3.6 (Downloads: 470)
Statistics, Discrete Prob, Distributions, Hypo. testing, Correlation,Regression Offers functionality from Basic Statistics, Discrete Probability, Standard Probability Distributions, Hypothesis Testing, Correlation and Linear Regression.
Statistics Module
The Statistics module incorporates evaluation procedures of standard quantitative measures of centrality (mean) and dispersion of (discrete) numerical sets. This module incorporates weighted averages, geometric mean, Inter-Quartile range, mean and standard deviation, sample v...
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WebCab Options (J2EE Edition) 3.1 (Downloads: 515)
EJB Suite implementing General Equity derivatives pricing framework. EJB Suite for pricing equity 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:
* GU...
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WebCab Bonds for Delphi 2 (Downloads: 410)
Interest Derivative Pricing for .NET/Win32/Web Service Applications. 3-in-1: COM, .NET and XML Web service Interest derivatives pricing framework: set contract, set vol/price/interest models and run MC. We also cover: Treasury bonds, Price/Yield, Zero Curve, Fixed-Interest bonds, Forward rates/FRAs, Duration and Convexity.
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...
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WebCab Portfolio for .NET 4.2 (Downloads: 348)
.NET, COM and Web service implementation of the Markowitz Theory and CAPM. .NET, COM and XML Web service implementation of Markowitz Theory and Capital Asset Pricing Model (CAPM) to analyze and construct the optimal portfolio with/without asset weight constraints with respect to Markowitz Theory by giving the risk, return or investors utility function; or with respect to CAPM by given the risk, return or Market Portfolio weighting. Also includes Performance Evaluation, extensive auxiliary classes/methods including equation solve and interp...
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WebCab Portfolio (J2EE Edition) 5.0 (Downloads: 531)
Apply the Markowitz Theory and CAPM to construct the optimal portfolio. Apply the Markowitz Theory and Capital Asset Pricing Model (CAPM) to analyze and construct the optimal portfolio with/without asset weight constraints with respect to Markowitz Theory by giving the risk, return or investors utility function; or with respect to CAPM by given the risk, return or Market Portfolio weighting. Also includes Performance Evaluation, extensive auxiliary classes/methods including equation solve and interpolation procedures, analysis of Effici...
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WebCab Optimization for Delphi 2.6 (Downloads: 337)
Add optimization & Linear Programming solver to your .NET and COM Applications. Add refined procedures for solving and performing sensitivity analysis on uni and multi dimensional, local or global optimization problems which may or may not have constraints; to your .NET and COM Applications. Specialized Simplex Linear programming algorithm, including sensitivity analysis with respect to object functions coefficients or linear boundaries using a duality or direct approach.
This suite includes the following features:
Lo...
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WebCab Optimization (J2EE Edition) 2.6 (Downloads: 546)
Enterprise Java Component for solving local or global optimization problems. Refined procedures for solving and performing sensitivity analysis on uni and multi dimensional, local or global optimization problems which may or may not have linear constraints. Specialized Linear programming algorithms based on the Simplex Algorithm and duality are included along with a framework for sensitivity analysis w.r.t. boundaries (duality, or direct approach), or object function coefficients.
This suite includes the following features: local unidi...
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WebCab TA (J2EE Community Edition) 1 (Downloads: 507)
100% Free 25+ technical indicators for your trading systems. JDBC/DBMS Tools 100% Free EJB Component providing a collection of technical indicators which can be used in 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 historical data stored within a DBMS.
Within this J2EE Application we have implemented the following functionality:
Technical Indicators
Moving Averages - Simple, Median, Geome...
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WebCab Options and Futures for .NET 3.0 (Downloads: 217)
Add our Equity derivatives pricing framework to COM, .NET and Web service Apps 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 of...
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WebCab Options (J2SE Edition) 3.1 (Downloads: 557)
General Equity derivatives pricing framework. 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 ...
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WebCab Portfolio for Delphi 5.0 (Downloads: 419)
Add Markowitz Theory and CAPM to your .NET/COM/XML Web service Applications 3-in-1: Delphi, COM and XML Web service implementation of Markowitz Theory and Capital Asset Pricing Model (CAPM) to analyze and construct the optimal portfolio with/without asset weight constraints with respect to Markowitz Theory by giving the risk, return or investors utility function; or with respect to CAPM by given the risk, return or Market Portfolio weighting. Also includes Performance Evaluation, extensive auxiliary classes/methods including equation solve ...
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