Best derivatives software for free download

This Multilingual Dictionary of Stock Exchange & Investment Terms meets the need for concise definitions of often highly technical terms for professional traders, journalists and students. Ideal for any business traveler, for home, school and office, it contains an extensive vocabulary, covering a wide range of topics relating to business - from office practice to stock exchange & accounting terminology in English, German, French, Italian, Russian, & Spanish. The dictionary (En/Fr/Ge/It/Sp/Ru) covers the expanding and influential field of forex (foreign exchange), treasury, money and capital markets, sovereign and corporate debt, financial futures and options, public sector borrowing, mortgage- backed assets, equities, commodities, business loans and debt collecting, money supply, macro-economic terms, technical analysis and derivatives, government & local finance, central banking, and insurance.

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FUTURESTRAC version 2.1 trading software takes the challenge out of tracking the different trading times, schedules, and contract months of the most actively traded U.S. futures (derivatives) and futures options markets. Quickly display essential trading information for any number of contracts in an easy to understand visual format while you trade. A simple and intuitive user interface, detailed context-sensitive help, and numerous customization features make the program easy to learn and use. Specific features include the display of multiple futures and futures options contracts, countdown timers (open and close) for floor and/or electronic sessions, contract trading schedules, timer alerts, contract months (active and serial), contract codes, and exchange links. Countdown timers and trading schedules are easily adjustable to any world time zone. The program also includes the new Fast Graphic (patent pending) rapid display feature, which allows traders to maintain a clean desktop display by replacing the program with a small, movable graphic that functions to quickly view or hide the program with a simple movement of the screen cursor.

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Free option pricing spreadsheet. Uses Black and Scholes to calculate the theoretical price and option greek derivatives of call and put options. Includes a strategy simulation worksheet, which enables a user to enter up to 10 option legs that will be used as a single option combination. This combination will then be graphed to show the expected profit and loss at the expiration date as well as the combined option greeks for the strategy. The Black and Scholes code that is used for this spreadsheet is fully disclosed and available for editing using the Visual Basic editor.

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Powerful but easy-to-use graphing, curve fitting and calculating software. Graphs Cartesian (Y(x) and X(y)), polar and parametric functions, graphs of tables, equations (implicit functions), inequalities and slope fields. Up to 100 graphs in one window. Calculus features: regression analysis, obtaining zeroes and extrema of functions, intersections, derivatives, equations of tangents and normals, numerical integration, value tables, calculator. Lots of graph and coordinate plane parameters. You will be able to create high-quality graphs and copy them to your documents (as EMF or BMP). The program has printing capabilities, multi-document interface, customizable toolbars. Supports English, Dutch, French, German, Italian, Portuguese, Russian and Spanish interfaces.

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DeadLine is an useful program, especially as an educational support, offering visual indications about the number of roots of an equation and a very precise estimation of those roots.

The freeware solves equations graphically and numerically. It displays the graph of the function and a list of the real roots of the equation. It also includes the option to evaluate the function and the first two derivatives, find extrema of the function and integrate numerically. You can even obtain the first two derivatives. Save the results provided by DeadLine and even create projects for future use.
While there is no flawless method for solving equations, the program combines the most successful methods in order to deliver you the right answer. And if you don't believe it's true, locate the roots on the graphic and convince yourself.

No more problems on getting your homework done. Meet the DeadLine.

DeadLine speaks English, German and Romanian.

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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 rates/FRAs, Duration and Convexity.

General Pricing Framework offers the following predefined Models and Contracts:

Contracts: Asian Option, Binary Option, Cap, Coupon Bond, Floor, Forward Start stock option, Lookback Option, Ladder Option, Vanilla Swap, Vanilla Stock Option, Zero Coupon Bond, Barrier Option, Parisian Option, Parasian Option, Forward and Future.

Interest Rate Models: Constant Spot Rate, Constant (in time) Yield curve, One factor stochastic models (Vasicek, Black-Derman-Toty (BDT), Ho & Lee, Hull and White), Two factor stochastic models (Breman & Schwartz, Fong & Vasicek, Longstaff & Schwartz), Cox-Ingersoll-Ross Equilibrium model, Spot rate model with automatic yield (Ho & Lee, Hull & White), Heath-Jarrow-Morton forward rate model, Brace-Gatarek-Musiela (BGM) LIBOR market model.

Price Models: Constant price model, General deterministic price model, Lognormal price model, Poisson price model.

Volatility Models: Constant Volatility Models, General Deterministic Volatility model, Hull & White Stochastic model of the Variance, Hoston Stochastic Volatility model.

Monte Carlo Princing Engine: Evaluate price estimate accordance to number of iterations or maximum expected error. Evaluate the standard deviation of the price estimate, and the minimum/maximum expected price for a given confidence level.

This product also has the following technology aspects:

3-in-1: .NET, COM, and XML Web services - 3 DLLs, 3 API Docs,...
Extensive Client Examples (Delphi for .NET, C#, VB.NET)
ADO Mediator
Compatible Containers (Delphi 3-8, Delphi 2005, C++Builder, C++BuilderX, Office)

Related software: bonds, interest, rate, delphi, .net, com, xml, web, service, class, libraries, dephi, delphi.net, vb.net, capital, market, markets, …

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 rates/FRAs, Duration and Convexity.

General Pricing Framework offers the following predefined Models and Contracts:

Contracts: Asian Option, Binary Option, Cap, Coupon Bond, Floor, Forward Start stock option, Lookback Option, Ladder Option, Vanilla Swap, Vanilla Stock Option, Zero Coupon Bond, Barrier Option, Parisian Option, Parasian Option, Forward and Future.

Interest Rate Models: Constant Spot Rate, Constant (in time) Yield curve, One factor stochastic models (Vasicek, Black-Derman-Toty (BDT), Ho & Lee, Hull and White), Two factor stochastic models (Breman & Schwartz, Fong & Vasicek, Longstaff & Schwartz), Cox-Ingersoll-Ross Equilibrium model, Spot rate model with automatic yield (Ho & Lee, Hull & White), Heath-Jarrow-Morton forward rate model, Brace-Gatarek-Musiela (BGM) LIBOR market model.

Price Models: Constant price model, General deterministic price model, Lognormal price model, Poisson price model.

Volatility Models: Constant Volatility Models, General Deterministic Volatility model, Hull & White Stochastic model of the Variance, Hoston Stochastic Volatility model.

Monte Carlo Princing Engine: Evaluate price estimate accordance to number of iterations or maximum expected error. Evaluate the standard deviation of the price estimate, and the minimum/maximum expected price for a given confidence level.

This product also has the following technology aspects:

3-in-1: .NET, COM, and XML Web services - 3 DLLs, 3 API Docs,...
Extensive Client Examples (C#, VB, C++,...)
ADO Mediator
Compatible Containers (VS 6, VS.NET, Office 97/2000/XP/2003, C++Builder, Delphi 3-2005)

Related software: bonds, interest, rate, com, .net, xml, web, service, class, libraries, vb.net, c++, capital, market, markets, …

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 cover the fundamental theory of bonds including: Treasury bonds, Yield/Pricing, Zero Curve, Forward rates/FRAs, Fixed-Interest bonds, Duration and Convexity. Download then "java -jar *.jar" at prompt.

WebCab Bonds implements the following functionality:

- Fundamental Theory of Bonds

- Pricing and Yield
- Constructing the Zero Rate Curve
- Forward Rates and FRAs
- Duration and Convexity

- Yield of Fixed-Interest Bonds on Interest payment dates

- Interest Calculations


This product also contains the following features:

GUI Bundle - we bundle a suite of graphical user interface JavaBean components allowing the developer to plug-in a wide range of GUI functionality (including charts/graphs) into their client applications.
JDBC Mediator - A J2SE Component which mediates between a J2SE component, its J2SE Clients and the Database server. The JDBC Mediator J2SE classes are a convenient way of enhancing all financial and mathematical specific methods with JDBC-based functionality. Check the jdbc subpackage of every J2SE class for JavaDocs documentation.
Web Application Example - A Java WAR file which contains a JSP example that makes use of the functionality provided by our J2SE Component.
Synthetic JDBC - The JDBC functionality provided by the Web Application example included within this package. This Web Application is an example of how to make a JSP client using our J2SE Component while manually implementing the JDBC code. The JSP Application applies J2SE methods to certain rows from the database and lists the output in HTML format.


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