AboutUs page for JavaQuant.net
Descriptionpulled from site's meta description
Options, Derivatives, binomial models, binary tree, black-scholes, cox ross rubenstein, CRR, cox-ross-rubinstein, Cox Ingersoll Ross, CIR, Roll Geske Whaley, Barone Adesi, Bjerksund, Rendleman Barter, Vasicek, Black Derman Toy, Black Karasinski, Heston Jarrow Morton, Ho Lee, Hull White, Kani, Interest Rate Derivatives, Interest Rate, Hedging, Hedging Strategy, Greeks, Delta, Gamma, Theta, Vega, Rho, Risk Neutral, Risk free interest rate, short term interest rate, expiration, maturity, face value, strike, futures, forwards, swaptions, swaps, quantos, FX, stochastic, sde , stochastic differential euqtion, Monte Carlo, Binomial Trees, Trinary Trees, Finite Differences, Crank Nicholson, Volatility, Volatility Smile, Volatility Skew, Java, Java Options, Gaussian, Random Walker, Ito, Ito Lemma, Stratonovich Integrals, Stochastic Integrals, Correlation, covariance, Financial models, Derman, Avellaneda, Carr, Meucci, Wall Street, Manhattan, Investment Bank, Stat Arb, Trading desk, Green Function, Finance, Financial models, Financial Options, Financial Derivatives, Quant, Quantitative Analisys, Quant Analyst, OOP, optionsstrategy, optionsstrategier, option strategies, strategies with options
Domain ResolutionThis domain resolves to the following IP addresses:
This is an automatically generated AboutUs page for JavaQuant.net. Click the "Edit" button at the top of the page to make changes. Please read our Getting Started page if you need any help.