Results 1 - 4 of 4 for volatility. (0.002 seconds)

• 
  Sell@Market 1.0
  Sell@Market is an implementation every successful trader's rule of thumb - "cut down you losses and let your profits grow". It is a stock monitoring system based on a widely recognized (volatility) adaptive trailing stop. Whenever Sell@Market detects that it is high time you started selling your stocks, it sends you an email notifications. Remove emotion from trading - give it a try - you will never regret it!
  Sell@Market | http://www.sellatmarket.com/dp/distr/app-007318d3461/site-006604c7eae/lng-eng/se ... | 123KB | 2007-03-01 00:00:00 | Lite
• 
  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.
  WebCab Components | http://www.webcabcomponents.com/dotNET/demo/WebCabOptionsDemoNETService.zip | 7.44MB | 2004-10-05 00:00:00 | Lite
• 
  WebCab Options and Futures for Delphi 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.
  WebCab Components | http://www.webcabcomponents.com/delphi/demo/WebCabOptionsDemoDelphiService.exe | 6.67MB | 2004-11-11 00:00:00 | Lite
• 
  WebCab Options (J2SE Edition) 2.5
  Java API for price 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 Components | http://www.webcabcomponents.com/Java/demo/OptionsJ2SEDemo.jar | 9.16MB | 2004-10-05 00:00:00 | Lite