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  1. 説明: Add refined procedures for solving and performing sensitivity analysis on uni and multi dimensional, local or global optimization problems which may or may not have constraints; to your .NET, COM and XML Web service Applications. WebCab Optimization for ... 続きを読む

  2. 説明: EJB collection containing refined procedures for solving sensitivity analysis on uni and multi dimensional, local or global optimization problems. WebCab Optimization includes Specialized Linear programming algorithms based on the Simplex Algorithm and ... 続きを読む

  3. 説明: Java API containing refined procedures for solving sensitivity analysis on uni and multi dimensional, local or global optimization problems. WebCab Optimization includes Specialized Linear programming algorithms based on the Simplex Algorithm and duality, ... 続きを読む

  4. 説明: Add refined procedures for solving and performing sensitivity analysis on uni and multi dimensional, local or global optimization problems which may or may not have constraints; to your .NET, COM and XML Web service Applications. WebCab Optimization for ... 続きを読む

  5. 説明: 3-in-1: .NET, COM and XML Web service Components for pricing option and futures contracts using Monte Carlo and Finite Difference techniques. WebCab Options for Delphi impliments the General Monte Carlo pricing framework: wide range of contracts, price, ... 続きを読む

  6. 説明: EJB suite containing price option and futures contracts using Monte Carlo and Finite Difference techniques. WebCab Options (J2EE Edition) covers the General MC pricing framework: wide range of contracts, price, interest and vol models. Prices European, ... 続きを読む

  7. 説明: Java API for price option and futures contracts using Monte Carlo and Finite Difference techniques. WebCab Options (J2SE Edition) covers General MC pricing framework: wide range of contracts, price, interest and vol models. Prices European, Asian, ... 続きを読む

  8. 説明: Offers quantitative and risk management techniques for a wide range of option and futures contracts. Apply the Black-Scholes-Merton Options pricing model to European, Asian, American, Lookback, Bermuda and Binary Options using Analytic, Monte Carlo and ... 続きを読む

  9. 説明: 3-in-1: .NET, COM and XML Web service Components for pricing option and futures contracts using Monte Carlo and Finite Difference techniques. WebCab Options for .NET implements the General Monte Carlo pricing framework: wide range of contracts, price, ... 続きを読む

  10. 説明: 3-in-1: .NET, COM and XML Web service implementation of Markowitz Theory and Capital Asset Pricing Model (CAPM) to analyze and construct the optimal portfolio with/without asset weight constraints with respect to Markowitz Theory by giving the risk, ... 続きを読む