WebCab Options (J2SE Edition)

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 in accordance with a number of vol. price, volatility and rate models.

Requirements:

Windows 98/Me/NT/2000/XP/2003 Server, An Operating System running Java

Limitations:

50-use trial