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WebCab Portfolio (J2EE Edition) 4.2
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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. Also includes Performance Evaluation, extensive auxiliary classes/methods including equation solve and interpolation procedures, analysis of Efficient Frontier, Market Portfolio and CML.
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WebCab Bonds for .NET 2
3-in-1: COM, .NET and XML Web service Interest derivatives pricing framework: set contract, set vol/price/interest models and run MC. | 2005-03-21 | 12323 KB | WebCab Bonds for Delphi 2
3-in-1: COM, .NET and XML Web service Interest derivatives pricing framework: set contract, set vol/price/interest models and run MC. | 2005-03-21 | 11539 KB | WebCab Options and Futures for Delphi 3.0
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. | 2004-12-30 | 14283 KB | WebCab Portfolio (J2EE Edition) 4.2
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. | 2004-12-30 | 14859 KB | WebCab Portfolio (J2SE Edition) 4.2
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. | 2004-12-30 | 7031 KB |
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