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WebCab TA (J2SE Community Edition) 1
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J2SE Component which mediates between a J2SE component, its J2SE Clients and the Database server. The JDBC Mediator J2SE classes are a convenient way of enhancing all financial and mathematical specific methods with JDBC-based functionality. Check the jdbc subpackage of every J2SE class for JavaDocs documentation. Web Application Example - A Java WAR file which contains a JSP example that makes use of the functionality provided by our J2SE Component
markets, java, class libraries, bonds, capital market, javabeans, j2se, interest rate
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.
lagrange s, java, class libraries, bicubic, interpolation, extrapolation, newton polynomials, javabeans, cubic splines, burlisch stoer, j2se
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.
optimization, minima, java, class libraries, local global, maxima, linear programming, javabeans, j2se
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.
volatility, monte carlo, bermuda, options, binary, java, class libraries, lookback, finite difference, asian, american, javabeans, european
Offers functionality from Basic Statistics, Discrete Probability, Standard Probability Distributions, Hypothesis Testing, Correlation and Linear Regression
testing, basic, standard, discrete, regression, linear, statistics, probability, java, hypothesis, distributions, class libraries, correlation
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, interpolation procedures, analysis of Efficient Frontier, Market Portfolio and CML.
efficient frontier, markowitz theory, capital asset pricing model, market portfolio, optimal portfolio, capm, performance interpolation