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EJB suite including 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.
Platform(s): Linux, Windows
Date: Oct, 05 2004
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.
Platform(s): Linux, Windows
Date: Oct, 05 2004
100% Free COM, .NET and XML Web service providing 25+ technical indicators for the construction of technical trading systems. By using these methods with our included JDBC mediator you will be able to iteratively apply these indicators to a DBMS.
Freeware
Platform(s): Windows
Date: Oct, 05 2004
100% Free COM, .NET and XML Web service providing 25+ technical indicators for the construction of technical trading systems. By using these methods with our included JDBC mediator you will be able to iteratively apply these indicators to a DBMS.
Freeware
Platform(s): Windows
Date: Oct, 05 2004
100% Free EJB Component suite providing a collection of technical indicators for the construction of technical trading systems. Moreover, by using these methods with our JDBC mediator you will be able to iteratively apply these indicators to a DBMS.
Platform(s): Linux, Windows
Date: Oct, 05 2004
100% Free Java API providing a collection of 25+ technical indicators for the construction of technical trading systems. Moreover, by using these methods with our JDBC mediator you will be able to iteratively apply these indicators to a DBMS.
Freeware
Platform(s): Linux, Windows
Date: Oct, 05 2004
3-in-1: Delphi, COM and XML Web service implementation of Markowitz Theory and the CAPM to construct the optimal portfolio with/without asset weight constraints with respect to the risk, return or investors utility function. Incl. Perform Eval.
Platform(s): Windows
Date: Sep, 26 2004
Apply the Markowitz Theory and CAPM to construct the optimal portfolio with/without asset weight constraints with respect to the risk, return or investors utility function. Also Performance Eval, interpolation, analysis of Efficient Frontier and CML.
Platform(s): Windows
Date: Sep, 26 2004
Apply the Markowitz Theory and CAPM to construct the optimal portfolio with/without asset weight constraints with respect to the risk, return or investors utility function. Also Performance Eval, interpolation, analysis of Efficient Frontier and CML.
Platform(s): Linux, Windows
Date: Sep, 26 2004
Apply the Markowitz Theory and CAPM to construct the optimal portfolio with/without asset weight constraints with respect to the risk, return or investors utility function. Also Performance Eval, interpolation, analysis of Efficient Frontier and CML.
Platform(s): Linux, Windows
Date: Sep, 26 2004
amount: 142 ; displaying: 121 - 130
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