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General Equity derivatives pricing in the framework.

"General Equity derivatives pricing in the framework."
zagruzit.com Editor: Options and futures contracts, price range / vol using a wide price / interest models. Within the framework of general pricing in addition to a detailed Black-Scholes-Merton Model API Includes () Options, European, Asian, American, Lookback, Bermuda and Analysis for Binary, Monte Carlo and Finite Difference techniques using, including Greeks and implied volatility. In addition, based on work by the evaluation of the options within the Enhanced FASB engine binomial pricing and terms of trees that offer a flexible model and the 123 module-at-Risk (Var) in an investment portfolio of value-linear evaluation model appropriate permissions.

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General Equity Derivatives Pricing Framework
General Pricing Framework, the following predefined Models and Contracts:

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* Contracts: Asian Option, Binary Option, Cap offers a coupon Bond, Floor, Forward Start stock option, Lookback Option, Ladder Option, Vanilla Swap, Vanilla Stock Option, Zero Coupon Bond, Barrier Option, Parisian Option Parasian Option, Forward and Future.
* Interest Rate Models: Constant Spot Rate, Constant Yield curve, a Factor stochastic models (Vasicek, Black-Derman-Toty (BDT), Ho & Lee, Hull and White), Two factor stochastic models (Breman & Schwartz, Fong & Vasicek , Longstaff & Schwartz), Cox time () as-Ingersoll-Ross Equilibrium model, Spot rate of auto-efficiency model (Ho & Lee, Hull & White), Heath-Jarrow-Morton forward rate model, Brace-Gatarek-Musiela (BGM) LIBOR market model.
* Price Models: Constant price model, General deterministic price model, Lognormal price model, Poisson price model.
* Volatility Models: Constant Volatility Models, General Deterministic Volatility model, Hull and Variance, Hoston Stochastic Volatility model White Stochastic model. You WebCab Options (J2SE Edition) 3.3 Now you can download free.