WebCab Financial EJB Components

   WebCab Portfolio Analysis v4.0

We apply the Markowitz and Capital Asset Pricing Model to analyze the construction and qualitative nature of a portfolios risk-return characteristics. Including covariance and correlation, expectation and risk, Efficient frontier, Indifference curves, Capital Market Line, systematic and unsystematic risk, characteristic line, alpha and beta coefficients and security market line.

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   WebCab Equities, Interest and Real Estate v2.5

Use non-probabilistic methods to evaluate and analyse investments of equity, interest and real estate type with this EJB^TM component. In particular, methods are developed for calculating the accumulated value, present value and yield of an interest bearing investment.

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   WebCab Options and Futures

WebCab Options and Futures is an Enterprise JavaBean^TM component which offers quantitative and risk management techniques for futures, forwards, European Options and Binary Options on stocks, indexes and currencies. The Black-Scholes model is used where appropriate for the evaluating of an option and its corresponding "greeks" (delta, gamma, rho, theta and vega). For futures contracts we consider pricing, futures trading account management, use of futures within hedging strategies and related interest calculations.

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©1999-2002 WebCab Components

WebCab Portfolio Analysis v4.0
	We apply the Markowitz and Capital Asset Pricing Model to analyze the construction and qualitative nature of a portfolios risk-return characteristics. Including covariance and correlation, expectation and risk, Efficient frontier, Indifference curves, Capital Market Line, systematic and unsystematic risk, characteristic line, alpha and beta coefficients and security market line.
	<details> <buy>

WebCab Equities, Interest and Real Estate v2.5
	Use non-probabilistic methods to evaluate and analyse investments of equity, interest and real estate type with this EJB^TM component. In particular, methods are developed for calculating the accumulated value, present value and yield of an interest bearing investment.
	<details> <buy>

WebCab Options and Futures
	WebCab Options and Futures is an Enterprise JavaBean^TM component which offers quantitative and risk management techniques for futures, forwards, European Options and Binary Options on stocks, indexes and currencies. The Black-Scholes model is used where appropriate for the evaluating of an option and its corresponding "greeks" (delta, gamma, rho, theta and vega). For futures contracts we consider pricing, futures trading account management, use of futures within hedging strategies and related interest calculations.
	<details> <buy>