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 usin
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 Algori
Offers functionality from Basic Statistics, Discrete Probability, Standard Probability Distributions, Hypothesis Testing, Correlation and Linear Regression for your Delphi Applications.Statistics ModuleThe Statistics module incorporates evaluation
Probability and Statistics for .NET is an useful mathematical tool by which users can work on statistical problems on continuous and discrete data series. This program has statistics module which can be used to calculate standard deviation, mean, geo
Optimization for .NET is a powerful mathematical program that can be used to solve complex and multidiemensional optimization problems. This program has algorithms which can be used to solve linear programming problems. Local unidimensional optimizat
Interpolation for .NET is a mathematical application which includes algorithm for calculating interpolation coefficients and interpolation in higher dimensions. Burlisch stoer algorithm can be used to provide error estimates. Users are allowed to fin |