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Brief Description: Price Equity Derivatives in .NET/COM/WS Apps
Full Description: 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 offers the following predefined Models and Contracts:
Volatility Models: Constant Volatility Models, General Deterministic Volatility model, Hull & White Stochastic model of the Variance, Hoston Stochastic Volatility model.
Monte Carlo Princing Engine: Evaluate price estimate accordance to number of iterations or maximum expected error. Evaluate the standard deviation of the price estimate, and the minimum/maximum expected price for a given confidence level.
This product also has the following technology aspects:
3-in-1: .NET, COM, and XML Web services - 3 DLLs, 3 API Docs,...
Extensive Client Examples (Delphi for .NET, C#, VB.NET)
ADO Mediator
Compatible Containers (Delphi 3-8, Delphi 2005, C++Builder
Additional Categories: Finance
Program Release Status: Major Update
Available Langugage(s): English
Keywords: options, futures, .NET, COM, XML, Web service, Class Libraries, C#,
VB.NET, European, Asian, American, Lookback, Bermuda, Binary, Monte
Carlo, Finite Difference, volatility Webcboptionsandfuturesfordelphi
Supported OS (Operating Systems): Win95, Win98, Windows2000, WinXP, Windows2003
File Name: OptionsNET
File Size (MB): 6
Category Class: Business::Investment Tools
System Requirements: .NET Framework v1.x
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