Publisher :WebCab Components Limited Date added : 11-Oct-2004 Rating : File size :
Unknown
Language :
English
License :
Shareware - Time Limit
Price : $199.00 OS :
Windows 98/NT/2000/ME/XP/VISTA
UpdateDate : 06-Jun-2007 Requirements :
No special requirements
WebCab Bonds (J2SE Edition)'s Information
Java Components offering general Interest derivatives pricing framework: set contract and vol/price/interest models and run MC. Including the pricing and risk analytics of interest rate cash and derivative products. We also cover the fundamental theory of bonds including: Treasury bonds, Yield/Pricing, Zero Curve, Forward rates/FRAs, Fixed-Interest bonds, Duration and Convexity. Download then "java -jar *.jar" at prompt.
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Refined procedures for solving and performing sensitivity analysis on uni and multi dimensional, local or global optimization problems which may or may not have linear constraints. Specialized Linear programming algorithms based on the Simplex Algorithm and duality are included along with a framework for sensitivity analysis w.r.t. boundaries (duality, or direct approach), or object function coefficients.
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Rating :
Apply the 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, return or investors utility function; or with respect to CAPM by given the risk, return or Market Portfolio weighting.
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