Programs: 7 | Visit the developer's homepage
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Bonds for .NET - General Interest derivatives pricing framework: set contract, set vol/price/interest models and run MC.
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08 June 2007, 06:38 GMT
Downloads: 177 |
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Probability and Statistics for .NET consists of six packages: Statistics, Discrete Probability, Standard Probability Distributions, Curve Fitting, Hypothesis Testing, and Correlation & Regression which offer the following functionality.
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07 June 2007, 07:29 GMT
Downloads: 153 |
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Functions for .NET - 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 coeffici
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06 June 2007, 13:37 GMT
Downloads: 214 |
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Technical Analysis for .NET provides a collection of technical indicators which can be used in the construction of technical trading systems.
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06 June 2007, 13:23 GMT
Downloads: 413 |
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Optimization for .NET - 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.
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01 June 2007, 14:36 GMT
Downloads: 192 |
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Options and Futures for .NET - Price a broad range of option and futures contracts using a range of price/vol/interest rate models.
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01 June 2007, 14:36 GMT
Downloads: 333 |
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Portfolio for .NET - Apply Markowitz Theory and Capital Asset Pricing Model (CAPM) to analyze and construct the optimal portfolio with/without asset weight constraints
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01 June 2007, 14:35 GMT
Downloads: 255 |
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