Directional Derivatives Soft

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Programs 1-12 of 52 Pages: 1 2 3 4 5 [Next]
CapeTools QuantTools contains a suite of financial instrument modeling toolkits
CapeTools QuantTools contains a suite of financial instrument modeling toolkits
OpenDDPT:founds optimal constrainted parameters of a discrete controls
Enter a number, and factorize the prime numbers that evenly divide into it.
CapeTools QuantTools XL 2
QuantTools XL (Excel Addin) is a financial instrument modelling toolkit for Microsoft Excel. Used for managing, pricing and risk management of fixed income, foreign exchange and equity derivatives.
10 / 10
CapeTools QuantTools Developer 2
QuantTools Developer (c++, java, .NET, ActiveX) is a financial instrument modelling toolkits for the Windows platform; Used for managing, pricing and risk management of fixed income, foreign exchange and equity derivatives.
10 / 10
OpenDDPT 0.3.2
OpenDiscreteDynamicProgrammingTemplate : founds optimal constrainted parameters of a discrete controls with second order optimization template replacing Hessian with directional derivatives and backpropagation for digital filter(as neural network)
9 / 10
Prime Derivatives 1.0
Enter any number up to twenty digits, and click the button. The result will be a string of unique prime numbers that can evenly be divided into the number that was entered.
4 / 10
WebCab Bonds for .NET 2
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
3 / 10
OilProp 2.0
OilProp is designed to assess the core thermophysical properties of oil and its derivatives necessary to solve transportation and processing tasks, with the minimum volume of input data.
3 / 10
WebCab Bonds (J2EE Edition) 2
EJB Suite offering general Interest derivatives pricing framework: set contract and vol/price/interest models and run MC. Also Analyze Treasury bonds, Yield, Zero Curve, FRAs, Duration/Convexity.
3 / 10
WebCab Bonds (J2SE Edition) 1
Java API to model the pricing and risk analytics of interest rate cash and derivative products. We cover the fundamental theory of bonds including: Treasury bonds, Yield/Pricing, Zero Curve, Forward rates/FRAs, Duration and Convexity....
3 / 10
WebCab Options (J2SE Edition) 2.5
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.
3 / 10
Tunnel Out 2.02
Swap directional blocks to tunnel out of the mountain . This one or two player strategy game has five levels to complete. To win a level, you must be the first to tunnel out of the mountain (or trap your opponent). Collect gems along the way.
3 / 10
WebCab Options and Futures for .NET 3.0
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.
3 / 10
WebCab Options and Futures for Delphi 3.1
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.
3 / 10
Programs 1-12 of 52 Pages: 1 2 3 4 5 [Next]