FREE PRICING MODEL - Free Downloads

Java API to model the pricing and risk analytics of interest rate cash and derivative products. We cover the fundamental theory of bonds including: Treasury bonds, Yield/Pricing, Zero Curve, Forward rates/FRAs, Duration and Convexity....Excel VBA Models Source Code Learning Tool - Numerical Methods and Option Pricing Set Contains topics in applying different numerical searching methods to solve mathematical equations and implied volatility from option pricing models.The Real Option Valuation model encompasses a suite of option pricing tools to quantify the embedded strategic value for a range of financial analysis and investment scenarios. Option pricing tools include Black-Scholes, Binomial, and Game Theory.EJB Suite offering general Interest derivatives pricing framework: set contract and vol/price/interest models and run MC. Also Analyze Treasury bonds, Yield, Zero Curve, FRAs, Duration/Convexity.This free option pricing calculator can be used to calculate: Call Price, Put Price, Gamma, Delta, Theta, Vega, Implied VolatilityQuantTools XL (Excel Addin) is a financial instrument modelling toolkit for Microsoft Excel. Used for managing, pricing and risk management of fixed income, foreign exchange and equity derivatives.Excel VBA Models with Open Source Code - Option Greeks, Lotto Number, Probability, Normal Distribution, Monte Carlo simulation, Black-Scholes, Binomial Option Pricing, Portfolio Optimization, Multiple Regression, Bootstrap, Multivariate distributionQuantTools Developer (c++, java, .NET, ActiveX) is a financial instrument modelling toolkits for the Windows platform; Used for managing, pricing and risk management of fixed income, foreign exchange and equity derivatives.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. 3-in-1: COM, .NET and XML Web service Interest derivatives pricing framework: set contract, set vol/price/interest models and run MC. We also cover: Treasury's, Price/Yield, Zero Curve, Fixed-Interest bonds, Forward rates/FRAs, Duration and Convexity3-in-1: COM, .NET and XML Web service Interest derivatives pricing framework: set contract, set vol/price/interest models and run MC. We also cover: Treasury's, Price/Yield, Zero Curve, Fixed-Interest bonds, Forward rates/FRAs, Duration and Convexity3-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. 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.3-in-1: Delphi, COM and XML Web service implementation of Markowitz Theory and the CAPM to construct the optimal portfolio with/without asset weight constraints with respect to the risk, return or investors utility function. Incl. Perform Eval.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.