WebCab Options (J2EE Edition) 2.5 - American, Asian, Bermuda, Binary, Ejb

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Programming / Java Tools

WebCab Options (J2EE Edition) 2.5

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Data Added: May 14, 2005

EJB suite containing 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.

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