WebCab Options (J2SE Edition) - JSP bean  for General Pricing Framework.
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WebCab Options (J2SE Edition)

WebCab Components

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.

Price: $159
Version: 2.5 Released: 10/5/2004
Size: 9.16 MB
Platform: Win98,Windows2000,WinXP,Windows2003,Unix,Linux

Download Link: Download

Keywords: american derivatives difference futures jsp binary monte bermuda pricing european framework finite asian javabeans java carlo general options libraries lookback j2se equity volatility class

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