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WebCab Options (J2SE Edition) Download

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Download WebCab Options (J2SE Edition)

File size:	9375 KB
Author:	WebCab Components
Description:	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. Prices European, Asian, American, Lookback, Bermuda and Binary Options using Analytic, Monte Carlo and Finite Difference inaccordance with a number of vol, price, volatility and rate models.

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