Apply the Markowitz Theory and Capital Asset Pricing Model (CAPM) to analyze and construct the optimal portfolio with/without asset weight constraints with respect to Markowitz Theory by giving the risk, return or investors utility function; or with respect to CAPM by given the risk, return or Market Portfolio weighting. Also includes Performance Evaluation, extensive auxiliary classes/methods including equation solve and interpolation procedures, analysis of Efficient Frontier, Market Portfolio and CML.
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WebCab Bonds (J2EE Edition) - 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...
WebCab Bonds (J2SE Edition) - Java Components offering general Interest derivatives pricing framework: set contract and vol/price/interest models and run MC. Including the pricing and risk analytics of interest rate cash and derivative products. We also...
WebCab Bonds for .NET - 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 bonds, Price/Yield, Zero Curve, Fixed-Interest bonds, Forward...
WebCab Bonds for Delphi - 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 bonds, Price/Yield, Zero Curve, Fixed-Interest bonds, Forward...
WebCab Functions (J2EE Edition) - EJB Component Suite offering refined numerical procedures to either construct a function of one or two variables from a set of points (i.e. interpolate), or solve an equation of one variable. The interpolation procedures...
WebCab Functions (J2SE Edition) - Java API Components offering refined numerical procedures to either construct a function of one or two variables from a set of points (i.e. interpolate), or solve an equation of one variable. The interpolation procedures...
WebCab Functions for .NET - Add refined numerical procedures to either construct a function of one or two variables from a set of points (i.e. interpolate), or solve an equation of one variable; to your .NET, COM, and XML Web service Applications. The...
WebCab Functions for Delphi - Add refined numerical procedures to either construct a function of one or two variables from a set of points (i.e. interpolate), or solve an equation of one variable; to your .NET, COM, and XML Web service Applications. The...
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