|
|
SprinN Standard eng
by AERN
SprinN, the best prediction tool based on Artificial Intelligence techniques (Artificial Neural Networks), gives you accurate open, hold and close recommendations for your investments in Capital Markets. Up to three variables per model.
capital markets stocks finance trading investing prediction neural networks artificial intelligence sprinn capital markets predictions neural networks
|
|
|
SprinN Lite eng
by AERN
SprinN, the best prediction tool based on Artificial Intelligence techniques (Artificial Neural Networks), gives you accurate open, hold and close recommendations for your investments in Capital Markets. Up to three variables per model.
capital markets stocks finance trading investing prediction neural networks artificial intelligence sprinn capital markets predictions neural networks
|
|
|
Stock Options Secrets
by Kjell Hasthi
Research based option calculator. It also returns bottom line information!
One option expert could not believe it (unseen):
- It is not possible using a standard option formula to obtain either the expected payoff at expiry nor the probability
stock options secrets trading option calculator finacial black-scholes cox-ross-rubenstein investment strategies research based option calculator also returns bottom line information
|
|
|
WebCab Options (J2EE Edition)
by WebCab Components
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.
options futures ejb j2ee ejb suite implementing general equity derivatives pricing framework
|
|
|
WebCab Options (J2SE Edition)
by 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.
options futures java javabeans class libraries j2se jsp european asian american lookback bermuda binary monte carlo finite difference volatility general equity derivatives pricing framework
|
|
|
WebCab Options for .NET
by WebCab Components
3-in-1: .NET, COM and XML Web service Components 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.
options futures net com xml web service class libraries vb-net european asian american lookback bermuda binary monte carlo finite difference volatility add our equity derivatives
|
|
|
WebCab Bonds for Delphi
by WebCab Components
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's, Price/Yield, Zero Curve, Fixed-Interest bonds, Forward rates/FRAs, Duration and Convexity
bonds interest rate delphi net com xml web service class libraries dephi delphi-net vb-net capital market markets interest derivative pricing net win32 web service applications
|
|
|
Page 1 out of 2
1
2
|
