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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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10/5/2004
2.5
9.16 MB
159
Win98,Windows2000,WinXP,Windows2003,Unix,Linux
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