Java Quant

            Financial Quantitative Algorithms

Some Financial definitions

    There are a wide range of Financial Options that can be valued by means of closed analitical expression, please check the links for the references.

 

Options, European, American, Call, Put
Bermudean
Lookback
Asian
Digital options
Spreads
Binary Trees
Monte Carlo
Constant Maturity Swap

 

www.javaquant.net © 2006 H. Aliaga. Design by Cesar.
XHTML 1.0 Strict