| |
| Company: | Net.uk |
| License: | Shareware |
| Version: | 1.1 |
| System: | Win 95/NT/2000/98/ME |
| Size: | 0 |
| Date Released: | January 26, 2002 |
| Price: | $295 |
| Screenshot: | No Screenshot |
| Downloads: | 881 |
| Homepage: | http |
| Date added: | Sep 19, 2005 |
| Click here to Download |
|
|
SigmaFit¿
SigmaFit™ ©
YM 2002 The Stochastic Volatility Option Fitter and Calculator
SigmaFit is based on Dr. Y. Maghsoodi’s (Scinance
Analytics) closed-form solutions (YM_SV)
of Stochastic Volatility Option Problems.
Contrary to the assumption of most Option Pricing models, real
Market volatilities are
Stochastic. SigmaFit Captures the underlying’s
Stochastic Volatility (SV) dynamics
into an advanced SV (Futures) Option model (YM_SV) by fitting the Model
to up to
50 Market option prices within minutes. It can then use the fitted models to price
other user
required options, their Greeks and Implied Volatilities (IV) within seconds.
The result is up to an astounding %3700 improvement in pricing accuracy, with IV curve
matching Market (e.g. FTSE 100) as closely as within its %0.42. SigmaFit
can use the day`s
fitted YM_SV model to forecast the next day`s Market option prices by up to %890 more
closely than Black-Scholes or Black-76 Model (also fitted) with IV curve accuracy of %0.97.
These and other real empirical evidence are included as real examples
that the users can
run and see for themselves.
SigmaFit is simple to use, just make 2 simple 1 and
2-column Strike and (Market) Option Price
text files, fill in a simple GUI form and click Fit. Help on
entering each parameter is displayed
automatically. Readme file and examples provide additional help.
All files amount to 0.6 MB. An
Interface displays all fitted and computed prices, their
Greeks and IVs within EXCEL
with a click of a button.
SigmaFit is as an indispensable tool for Investors,
Traders, Finance Professionals and
Researchers with wide applications, e.g. in Investments,
(Arbitrage) Trading, Portfolio
Insurance, Risk Management, Hedging and VAR.
The above price is for a one year Multi-user license for use by
unlimited number of users on
one designated machine, excluding simultaneous or remote use e.g. via a network or web
access. Annual license renewal fee for each subsequent year is $145.00.
Further details about SigmaFit including detailed
features, numerical results and charts can be
found at the Author`s site:
www.ScinanceAnalytics.com.
Click here to download FREE 30 DAYS
TRIAL demo version of SigmaFit
|
|
|
|
NEWS
So far, nothing for that!
RECOMMENDED DOWNLOADS IN THIS CATEGORY
|
|
|
|
| » Print Wizard for Word 1.1
|
| The Print Wizard for Microsoft Word 2002, 2002 (XP) and 2003 gives you unparalleled control over your print jobs. The Wizard streamlines Word`s built-in printing functions, and adds many features Microsoft doesn`t offer. - Print any document, whether i ... |
|
| Romke Soldaat | 791KB | Win 2000/XP | $10 | Downloads: 2176 |
| Date added: Sep 19, 2005 |
» Details |
|
|
| » Art-Copy Scripting Edition 2.0
|
| Art-Copy Scripting Edition will allow you to create your own custom scanning scripts. Imagine the time you can save by creating your own script for each type of scanning job you perform. Create a script that does nothing but copy documents, and sends them ... |
|
| Jetsoft Development | 3474.63KB | Win 95/98/ME/2000/XP | $99.95 | Downloads: 2153 |
| Date added: Sep 19, 2005 |
» Details |
|
|
| » Mps - Microsoft and SAP R/3 Project System 0.4.00
|
| Mps is an interface to MSProject and SAP R/3 PS which allows you the access to data and functions of both systems. You may handle data individually in both programs. Afterwards you just transfer the changes via Mps into the other system. Additionally, M ... |
|
| ACesar | 4242KB | Win | $995.00 | Downloads: 2065 |
| Date added: Sep 19, 2005 |
» Details |
|
|
| » Barcode Reporting with PEERNET Reports 2.0
|
| PEERNET Reports is a desktop barcode, reporting, and labeling solution with exclusive support for barcodes built-in. It provides a WYSIWYG interface that allows you to create any report or label (with or without barcodes). PEERNET`s barcode, reporting an ... |
|
| PEERNET Inc. | 45942KB | Win 95/98/ME/NT/2000/XP | $69.00 | Downloads: 2161 |
| Date added: Sep 19, 2005 |
» Details |
|
|
| » Easy Mail Plus 2.2
|
| Type your message, and then just a few mouse clicks can fax it, print it, email it, prepare an envelope and print a label. Best of all, leave your printer settings alone! For mailing, just stick an envelope where the paper goes and let Easy Mail Plus han ... |
|
| Home Plan Software | 5353KB | Win 95/98/ME/NT/2000/XP | $49.95 | Downloads: 2100 |
| Date added: Sep 19, 2005 |
» Details |
|
|
| » Patient Information Management 2004 2.0
|
| P.I.M. 2004 is a Microsoft® Office add-in that allows professionals in the medical field to organize, schedule, and analyze patient information within a windows environment they are already accustomed to. P.I.M. adds customs forms and dialogs to run your ... |
|
| ABIS Incorporated | 3584KB | Win 98/2000/XP | $49.99 | Downloads: 2139 |
| Date added: Sep 19, 2005 |
» Details |
|
|
| » Interactive Resume Builder 2004.6
|
| Interactive Resume Builder by Higher Math helps you to document your job assignments. skills and training. The result is a beautifully laid out interactive html file with hyperlinks to important information about your career. Suitable for posting on your ... |
|
| Higher Math | 1755KB | Win 98/ME/NT/2000/XP | $15.95 | Downloads: 2187 |
| Date added: Sep 19, 2005 |
» Details |
|
|
| » Excel to PDF Converter 3.0
|
| Excel to PDF Converter is the fast, affordable way to create professional-quality documents in the popular PDF file format. Its easy-to-use interface allows you to create PDF files by simply click the `Save as PDF` button from MS Excel, creating documents ... |
|
| pdf-convert, Inc | 6628KB | Win 95/98/ME/NT/2000/XP | $49 | Downloads: 2175 |
| Date added: Sep 19, 2005 |
» Details |
|
|
| » PPT to PDF Converter 3.0
|
| PPT to PDF Converter is the fast, affordable way to create professional-quality documents in the popular PDF file format. Its easy-to-use interface allows you to create PDF files by simply click the `Save as PDF` button from MS PowerPoint, creating docume ... |
|
| pdf-convert, Inc | 6652KB | Win 95/98/ME/NT/2000/XP | $49 | Downloads: 2138 |
| Date added: Sep 19, 2005 |
» Details |
|
|
| » WordFax 2.0
|
| Easily Fax From Word with WordFax! Faxing from Word has never been so easy with WordFax. Finally, an add-on for Word automates faxing using any fax program on the market. WordFax automates faxing and printing hard copies all within Word for Windows. With ... |
|
| AMF | 482KB | Win 95/98/ME/NT/2000/XP | $24 | Downloads: 2251 |
| Date added: Sep 19, 2005 |
» Details |
|
|
|
|
| » Appointment Book Network MLT Version 3.6.8
|
| Appointment scheduler designed for use in networked professional practices and business offices. Services up to 20 consultants per book, with appointment lengths ranging from 10 to 240 minutes. Provides daily and weekly views, as well as printouts of indi ... |
|
| Itech Software | 3648KB | Win 95/98/ME/NT/2000/XP | $257.00 | Downloads: 2250 |
| Date added: Sep 19, 2005 |
» Details |
|
|
| » Envelope Printer Manager Pro 2.1
|
| Envelope Printer Manager Pro 2.1 will print a single or multiple address on to envelops. It will also import address from CSV lists - by: Vsisoftware.com ... |
|
| Vsisoftware.com | 1732KB | Win 95/98/ME/NT/2000/XP | $19.95 | Downloads: 2163 |
| Date added: Sep 19, 2005 |
» Details |
|
|
| » GIPALS - Linear Programming Environment 0.8.2
|
| GIPALS is linear programming environment that incorporates large-scale linear programs solver and easy, intuitive graphical user interface to direct specify or import and solve any type of constrained optimization problems arising in various industrial, f ... |
|
| Optimalon Software | 943KB | Win 95/98/ME/NT/2000/XP | $115 | Downloads: 2122 |
| Date added: Sep 19, 2005 |
» Details |
|
|
| » MyMASS 2004 1.001
|
| Is your Microsoft Access data trustworthy? Does your database have unsafe structural flaws lurking under the hood? Do your employees complain about missing records? Then MyMASS will help you uncover these common mistakes made by untrained eyes. IntelliRel ... |
|
| IntelliRel | 3292KB | Win 95/98/ME/NT/2000/XP | $29.00 | Downloads: 2096 |
| Date added: Sep 19, 2005 |
» Details |
|
|
| » Customer Manager Buddy 2.1
|
| Manage customers and leads to increase sales and profits. It a complete system that is the application to track customer information such as contacts and customer notes. ... |
|
| Vsisoftware.com | 1585KB | Win 95/98/ME/NT/2000/XP | $19.95 | Downloads: 2159 |
| Date added: Sep 19, 2005 |
» Details |
|
|
| » PG Calculator (Second Edition) 2.2
|
| PG Calculator is a powerfull scientific calculator and an excellent replacement for standard calculator. It ofers full customizable user inteface and looks like real calculator on user desktop. PG Calculator works in Algebraic and RPN modes. It works wit ... |
|
| P.Gridniew & J.Kornak | 1788KB | Win 95/98/ME/NT/2000/XP | $19.95 | Downloads: 2201 |
| Date added: Sep 19, 2005 |
» Details |
|
|
| » IDAutomation Security Fonts 4.9
|
| Security Fonts are used to securely print text, names and currency amounts on highly secure documents, such as a bank check, in a manner that can not be easily altered and can prevent forgery. This package includes 4 separate Security Fonts in 6 differe ... |
|
| IDAutomation.com, Inc. | 1810KB | Win 3.x/95/98/ME/NT/2000/XP/CE | $49.00 | Downloads: 2279 |
| Date added: Sep 19, 2005 |
» Details |
|
|
| » FastStart Analysis Pack 5.0
|
| The FastStart Analysis Pack includes fourteen simple analytical spreadsheet solutions designed to help you make quicker decisions for your office or home! All spreadsheets are Microsoft Excel compatible. The Ad Planner helps you work out a basic media pl ... |
|
| Village Software, Inc. | 3569KB | Win 95/98/ME/NT/2000/XP | $29.95 | Downloads: 2145 |
| Date added: Sep 19, 2005 |
» Details |
|
|
| » Smart Database Viewer(Access,Excel,Oracle) 1.5
|
| Smart Database Viewer has features which helps you to become mobile with your database. On your Microsoft windows based SmartPhone view MS Access, Oracle, Foxpro, dBase, MS Excel, MySQL and Any ODBC Compliant Database. You can view the database records in ... |
|
| Cellica Software Services | 528KB | Win | $14.95 | Downloads: 2191 |
| Date added: Sep 19, 2005 |
» Details |
|
|
| » Accelerated Templates 1.2
|
| Accelerated Templates enables fast creation for your daily Microsoft Word documents. The speed increases due to the saving you from redundant document modifications. No programming skills are required, supports default answers and auto-complete. You don ... |
|
| Scorpio Software | 1222KB | Win 95/98/ME/NT/2000/XP | $49.95 | Downloads: 2345 |
| Date added: Sep 19, 2005 |
» Details |
|
|
|
|
| |
