download pricing theory [9 articles found] (supplemental result)
Stock picker - principal components analysis.
PickStock (copyright 2003, Bell Software and Services, Inc.) uses principal components analysis to search out potentially underpriced
stocks by analyzing a user-supplied database of historical stock prices. The program is believed to be an implementation of what is known as `
arbitrage pricing theory` (see for example S. Ross, `The arbitrage theory of capital asset pricing`, J. Economic Theory, vol. 13, pp. 341-360, 1976).
Economics - Money Management, On January 18, 2008 updated, downloaded 33 times, file size is 2909Kb.
View a dark energy on your dektop!.
Dark Solar System is a new 3d screensaver for Windows. This screensaver shows all planets of our solar system, uncluding Saturn`s rings. It makes you able to know about dark matter and dark
energy in our planet system. At the beginning of March, 2006 the satellite of China National Space Administration, DARKSTAR started operations, observing in neutrino the solar corona. We have placed this new information into our screensaver.
My Hobby & Education - Astronomy & Space, On January 31, 2008 updated, downloaded 61 times, file size is 539Kb.
Real Option Valuation template.
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. Traditional discounted cash flow investment analysis will only accept an investment if the returns on the
project exceed the hurdle rate. While this is a worthwhile exercise, it fails to consider the myriad of strategic options that are associated with many investments.
Economics - Taxes, On January 31, 2008 updated, downloaded 28 times, file size is 180Kb.
.NET, COM and WS 4 Markowitz Theory and CAPM.
Economics - Stocks & Trading, On January 17, 2008 updated, downloaded 31 times, file size is 2617Kb.
General Pricing EJB Framework..
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.
Economics - Stocks & Trading, On January 18, 2008 updated, downloaded 30 times, file size is 13944Kb.
Markowitz Theory and CAPM: Optimal portfolio.
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, interpolation procedures, analysis of Efficient Frontier, Market Portfolio and CML.
Economics - Stocks & Trading, On June 21, 2009 updated, downloaded 32 times, file size is 14859Kb.
General Pricing Java API Framework..
Java Components offering general Interest derivatives pricing framework: set contract and vol/price/interest models and run MC. Also 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. Download then "java
-jar *.jar" at prompt.
Economics - Stocks & Trading, On January 18, 2008 updated, downloaded 39 times, file size is 7954Kb.
Markowitz Theory and CAPM: Optimal portfolio.
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, interpolation procedures, analysis of
Efficient Frontier, Market Portfolio and
CML.
Economics - Stocks & Trading, On June 21, 2009 updated, downloaded 37 times, file size is 7031Kb.
Add Markowitz Th. and CAPM to .NET/COM/WS App.
3-in-1:
Delphi, COM and XML Web service implementation of
Markowitz Theory and Capital Asset Pricing Model (
CAPM) to analyze and construct the optimal portfolio with/without asset weight constraints. Also includes Performance Evaluation, interpolation procedures, analysis of
Efficient Frontier, Market Portfolio and CML.
Economics - Stocks & Trading, On June 17, 2009 updated, downloaded 24 times, file size is 4687Kb.