Software downloads by WebCab Components |
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Author Info |
| Name: |
WebCab Components |
| Address: |
13 Sompting Road |
| Country: |
United Kingdom |
| Phone: |
0040 1903 520754 |
| Homepage: |
Visit Homepage |
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| EJB Suite offers functionality from Basic Statistics, Discrete Probability, Standard Probability Distributions, Hypothesis Testing, Correlation and Linear Regression |
| Type:Demo
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| Offers functionality from Basic Statistics, Discrete Probability, Standard Probability Distributions, Hypothesis Testing, Correlation and Linear Regression |
| Type:Demo
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| Add Statistics, Discrete Probability, Standard Probability Distributions, Hypothesis Testing, Correlation and Linear Regression functionality to your .NET, COM, and XML Web service Applications. |
| Type:Demo
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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. |
| Type:Demo
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| 3-in-1: .NET, COM and XML Web service Components for pricing option and futures contracts using Monte Carlo and Finite Difference techniques. General MC pricing framework included: wide range of contracts, price, interest and vol models. |
| Type:Demo
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| 3-in-1: .NET, COM and XML Web service Components for pricing option and futures contracts using Monte Carlo and Finite Difference techniques. General MC pricing framework included: wide range of contracts, price, interest and vol models. |
| Type:Demo
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| Add refined procedures for solving uni and multi dimensional, local or global optimization problems to your .NET and COM Applications. Specialized Linear programming algorithm based on the Simplex Algorithm and duality, included. |
| Type:Demo
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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. |
| Type:Demo
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| EJB collection containing refined procedures for solving sensitivity analysis on uni and multi dimensional, local or global optimization problems. Specialized Linear programming algorithms based on the Simplex Algorithm and duality, are included. |
| Type:Demo
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| Java API containing refined procedures for solving sensitivity analysis on uni and multi dimensional, local or global optimization problems. Specialized Linear programming algorithms based on the Simplex Algorithm and duality, are included. |
| Type:Demo
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| Add refined procedures for solving uni and multi dimensional, local or global optimization problems to your .NET, COM, and XML Web service Applications. Specialized Linear programming algorithm based on the Simplex Algorithm and duality, included. |
| Type:Demo
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| This Java class library offers refined numerical procedures to either construct a function of one or two variables from a set of points (i.e. interpolate), or solve an equation of one variable. |
| Type:Demo
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| Add refined numerical procedures to either construct a function of one or two variables from a set of points (i.e. interpolate), or solve an equation of one variable; to your .NET, COM and XML Web service Applications. |
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| Add refined numerical procedures to either construct a function of one or two variables from a set of points (i.e. interpolate), or solve an equation of one variable; to your .NET, COM and XML Web service Applications. Delphi 3-8 & 2005 are supported |
| Type:Demo
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| 3-in-1: COM, .NET and XML Web service Interest derivatives pricing framework: set contract, set vol/price/interest models and run MC. We also cover: Treasury's, Price/Yield, Zero Curve, Fixed-Interest bonds, Forward rates/FRAs, Duration and Convexity |
| Type:Demo
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| This EJB Suite offers refined numerical procedures to either construct a function of one or two variables from a set of points (i.e. interpolate), or solve an equation of one variable. |
| Type:Demo
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| 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. |
| Type:Freeware
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| 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. |
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| 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. |
| Type:Freeware
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| 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. |
| Type:Freeware
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| 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. |
| Type:Demo
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| 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. |
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| 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. |
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| Java API to model the pricing and risk analytics of interest rate cash and derivative products. We cover the fundamental theory of bonds including: Treasury bonds, Yield/Pricing, Zero Curve, Forward rates/FRAs, Duration and Convexity.... |
| Type:Demo
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| 3-in-1: COM, .NET and XML Web service Interest derivatives pricing framework: set contract, set vol/price/interest models and run MC. We also cover: Treasury's, Price/Yield, Zero Curve, Fixed-Interest bonds, Forward rates/FRAs, Duration and Convexity |
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| EJB Suite offering general Interest derivatives pricing framework: set contract and vol/price/interest models and run MC. Also Analyze Treasury bonds, Yield, Zero Curve, FRAs, Duration/Convexity. |
| Type:Demo
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| 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. |
| Type:Demo
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