1. WebCab Optimization for Delphi
11/Oct/2004 |
Reviewer:
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| 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 Algorithm and duality are included along with a framework for sensitivity analysis w.r.t. boundaries (duality, or direct approach), or object function coefficients.
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2. WebCab Functions (J2SE Edition)
11/Oct/2004 |
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| Java API Components offering 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. The interpolation procedures provided include Newton polynomials, Lagrange's formula, Burlisch-Stoer algorithm, Cubic splines (natural and free), Bicubic interpolation and procedures for find the interpolation functions coefficients.
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3. WebCab Options for .NET
15/Oct/2004 |
Reviewer:
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| .NET Component and XML Web service for pricing option and futures contracts using Monte Carlo and Finite Difference techniques.
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5. WebCab Portfolio (J2EE Edition)
30/Sep/2004 |
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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.
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6. WebCab Portfolio (J2SE Edition)
30/Sep/2004 |
| Reviewer:
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| Apply 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.
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7. WebCab Portfolio for .NET
30/Sep/2004 |
| Reviewer:
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| Apply 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.
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12. WebCab Bonds for .NET
11/Oct/2004 |
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| General Interest derivatives pricing .NET Component. FRAs, Duration, Yield,...
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13. WebCab Bonds for Delphi
11/Oct/2004 |
| Reviewer:
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| General Interest derivatives pricing framework. Duration, Yield,...
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