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Publisher: WebCab Components Platform: Win98, WinNT 4.x, Windows2000, WinXP, Windows2003, Unix, Linux, Mac OS X Price: $249 Submited: 2004-10-05 File size: 13.62 Mb Hits: 996 Rating: Download   Buy

EJB Suite offering general Interest derivatives pricing framework: set contract and vol/price/interest models and run MC. Allows the pricing and risk analytics of interest rate cash and derivative products. We also cover the fundamental theory of bonds including: Treasury bonds, Yield/Pricing, Zero Curve, Forward rates/FRAs, Duration and Convexity. We also cover the topics of Fixed-Interest bonds.

-jar, bonds, capital, EJB, interest, J2EE, Java, JSP, market, markets, rate

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