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Standard Deviation

WebCab Options and Futures for Delphi 3.0

WebCab Options and Futures for Delphi 3.0: Add our Equity derivatives pricing framework to COM, .NET and Web service Apps. 3-in1: .NET, COM and XML Web service Components for pricing 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.






WebCab Options and Futures for .NET 3.0: Add our Equity derivatives pricing framework to COM, .NET and Web service Apps
WebCab Options and Futures for .NET 3.0

3-in1: .NET, COM and XML Web service Components for pricing 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.

web service, volatility, monte carlo, bermuda, options, binary, class libraries, lookback, finite difference, vb net, asian, european, american





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AddUp 2

standard deviation, median, more). HYPERBOLIC/TRIGONOMETRIC: sine, cosine, tangent, cotangent, secant, cosecant, inverse functions. QUICK ACCESS: on/off mode, selectable hotkey and shortcuts on task bar, desktop or start menu. PREFERENCES: selectable keypads, adjustable button size, selectable font, top-level mode, Num-Lock, snap to screen position, switchable decimal mark. NUMERIC FORMATS: scientific (1.23e-45), currency (12,345.00), rational (1

scientific, financial, statistics, time, date, calculator, converter



WebCab Bonds for Delphi 2: Interest Derivative Pricing for .NET/Win32/Web Service Applications.
WebCab Bonds for Delphi 2

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 Convexity. This product also has the following technology aspects: Extensive Client Examples (Delphi for .NET, C#, VB.NET) ADO Mediator Compatible Containers (Delphi 3-8 & 2005, C++Builder, Office)

web service, markets, delphi net, class libraries dephi, bonds, capital market, vb net, interest rate, delphi



TraderCode Technical Indicators 2.51: Stock Trading Technical Indicators Add-In for Excel
TraderCode Technical Indicators 2.51

Standard Deviation, Pivot Points, Donchian Channels and many more. With these indicators you can easily perform end-of-day analysis or back-testing of historical stock data. The software comes with both formulas for Excel and a built-in Wizard to help you create the indicators. TraderCode is a very useful toolbox for stock traders. You can use it to compute technical indicator values for stock prices and plot them in Excel. TraderCode supports some

technical indicators, technical indicator, stock trading, techical analysis, techical analysis indicators



WebCab Bonds for .NET 2: Price Interest derivatives in .NET, COM and XML Web service Applications
WebCab Bonds for .NET 2

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 Convexity. This product also has the following technology aspects: Extensive Client Examples (C#, VB.NET, C++.NET,...) ADO Mediator Compatible Containers (VS 6, VS.NET, Office, C++Builder, Delphi)

web service, markets, capital market, vb net, class libraries, bonds, interest rate



ClinTools 4.1: Specialised statistics for evidence-based practice and research.
ClinTools 4.1

standard deviation estimates; independent samples t-tests and z statistic; a priori power analysis; effect size conversions (many - w to C, d to ĝ, ĝ to r, F to d, f2 to R2, r to d, etc, etc) with and without sample size corrections; compute confidence intervals around mean (any confidence interval!); compute effect size interactions on repeated measure analysis; estimate f2 effect size estimates for both multiple and hierarchical regressions;

cramer s phi, clinical change, odds ratio, effect size, random numbers, generator, meta analysis, event rates, relative risk, power analysis, reliable change, chi square, confidence intervals


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