General Equity derivatives pricing framework.

Publisher:	WebCab Components
Downloads:	2794
Software Type:	Demo, 159.00
File Size:	9.16M
OS:	Windows All
Update Date:	08 June, 2010

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. 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.