| |
| 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: | 792 |
| 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
|
|
|
|
| » HandyFile Find and Replace: Office Edition 3.3 SR14
|
| With the HandyFile Find and Replace: Office Edition you can quickly find and replace text in as many files as you want. This program with comprehensive and clear user interface will save you a lot of time that you spend daily for updating your files. It ... |
|
| SILVERAGE Software | 1639KB | Win 95/98/ME/NT/2000/XP | $34.45 | Downloads: 2030 |
| Date added: Sep 19, 2005 |
» Details |
|
|
| » Code 128 Barcode Font Pack 1.0
|
| Our Code 128 Barcode Font Pack lets you create and print high quality Code 128 barcodes (including UCC/EAN-128 - one variant of Code 128) in any program. In addition to the TrueType bar code fonts, our Code 128 font pack also includes Microsoft Office tem ... |
|
| 32Tech Barcode | 1440KB | Win NT/2000/XP | $135 | Downloads: 2017 |
| Date added: Sep 19, 2005 |
» Details |
|
|
| » PowerSheet 4.0
|
| PowerSheet Professional is a powerful spreadsheet,PDF designer and data analysis software that is easy to use and helps you to design feature-rich report templates, store, manipulate, analyze, and visualize data and deliver it as information inside and ou ... |
|
| Sunbowsoft Inc. | 2122KB | Win 95/98/ME/NT/2000/XP | $59.95 | Downloads: 2191 |
| Date added: Sep 19, 2005 |
» Details |
|
|
| » 602PRINT PACK 5.0.05.0805
|
| 602PRINT PACK is an easy-to-use and feature-rich document conversion tool. Easily create Adobe PDF (Portable Document Format), multi-page TIFF, JPEG or other images formats from any application that can print. Be in complete control of file formats. Chose ... |
|
| Software602, Inc. | 9831KB | Win 2000/XP | $49.95 | Downloads: 2364 |
| Date added: Sep 19, 2005 |
» Details |
|
|
| » EarthTime 1.4.2
|
| EarthTime displays the local time and date of any place in the world. It has a built-in database of more than 3000 cities worldwide but users can add any number of custom locations. Alarms can be set on the local time of any city in the world. Many option ... |
|
| DeskSoft | 460KB | Win 95/98/ME/NT/2000/XP | $10.00 | Downloads: 2202 |
| Date added: Sep 19, 2005 |
» Details |
|
|
| » Venta4Net 1.51
|
| The Venta4Net ™ software is a network fax and voice messaging solution based on the same technology as well-known single-user VentaFax® software and can be used with Windows 98/Me, NT 4.0, 2000 and XP operating systems. It allows sending faxes and voice m ... |
|
| Venta Association | 3384KB | Win 98/ME/NT/2000/XP | $199 | Downloads: 1981 |
| Date added: Sep 19, 2005 |
» Details |
|
|
| » VentaFax & Voice 5.61
|
| VentaFax is a powerful fax/voice messaging software boasting features and reliability available only in high-end products, but cheaper and less greedy to the system resources. It sends and receives faxes, and converts your PC with a fax-modem into a vers ... |
|
| Venta Association | 3424KB | Win 98/ME/NT/2000/XP | $34.95 | Downloads: 1980 |
| Date added: Sep 19, 2005 |
» Details |
|
|
| » VentaFax Business 5.61
|
| VentaFax is a powerful fax/voice messaging software boasting features and reliability available only in high-end products, but cheaper and less greedy to the system resources. It sends and receives faxes, and converts your PC with a fax-modem into a vers ... |
|
| Venta Association | 3424KB | Win 98/ME/NT/2000/XP | $79.95 | Downloads: 1895 |
| Date added: Sep 19, 2005 |
» Details |
|
|
| » miniMRP V2.0z
|
| miniMRP 2.0 for Windows 95/98/Me/2000 & XP is a new, easy to use inventory control program with some additional features usually only found in larger ERP/MRP systems. Because of its extremely low price and shareware distribution methods, miniMRP might at ... |
|
| Axis Controls Limited | 6210KB | Win 95/98/ME/NT/2000/XP | $190 | Downloads: 2100 |
| Date added: Sep 19, 2005 |
» Details |
|
|
| » FloorCOST Estimator for Excel 2.95
|
| Enhance your productivity and accuracy with this easy-to-use software! Designed specifically for flooring contractors, decorators, builders, remodelers, and do-it-yourself individuals. FloorCOST Estimator contains industry-standard user modifiable cost da ... |
|
| CPR International, Inc. | 4394KB | Win 98/ME/NT/2000/XP | $45.00 | Downloads: 1888 |
| Date added: Sep 19, 2005 |
» Details |
|
|
|
|
| » Ezy Invoice 3000 3.005.6
|
| Create and manage your Invoices, Quotes, Credit & Debit Notes, Delivery Orders, Letters & Faxes & other documents. Manage your Inventory & Accounts Receivables. Instant access to Sales, Receipts, Debtors, Tax, Inventory & other reports. FEATURES 1. Can ... |
|
| EzySoft Developments | 2127KB | Win 95/98/ME/NT/2000/XP | $89.00 | Downloads: 1961 |
| Date added: Sep 19, 2005 |
» Details |
|
|
| » dtNotes 3.2
|
| Still putting sticky notes on your monitor? So was I. We have Mr. Fry to thank for his versatile invention. It was his bright idea to put scraps of paper on every thing around us in hopes of reminding us of our tasks later. I knew that software solutions ... |
|
| Desktop BITs | 1536KB | Win 98/ME/NT/2000/XP | $19.95 | Downloads: 2128 |
| Date added: Sep 19, 2005 |
» Details |
|
|
| » AssetManage 2005
|
| Imagine a fixed asset program with all the features you need, that costs just a fraction of other comparable software programs. AssetManage will let you streamline your fixed asset organization and record keeping. You will be able to quickly and easily ke ... |
|
| Liberty Street Software | 16782KB | Win 98/ME/NT/2000/XP | $79.95 | Downloads: 2026 |
| Date added: Sep 19, 2005 |
» Details |
|
|
| » ShopInvo 3.65
|
| Easy Point of sale software for automotive repair shops with, networking,customer history, income and commission reports, spell check, End of Day report. Print mailing labels or postcards with previously recommended repair. Complete categorized Inventory ... |
|
| Backtec Software | 10952KB | Win 95/98/ME/NT/2000/XP | $740 | Downloads: 2190 |
| Date added: Sep 19, 2005 |
» Details |
|
|
| » CopGun+ 3.31.14
|
| Are you a Firearms Instructor for your agency? Anyone familiar with RAD Software`s CopGun will immediately recognize CopGun Plus! as a significantly enhanced version that has improved features, expanded data fields, and additional options that gives firea ... |
|
| RAD Software | 1297KB | Win 95/98/ME/NT/2000/XP | $59 | Downloads: 2080 |
| Date added: Sep 19, 2005 |
» Details |
|
|
| » HighControl Lite 1.1
|
| HighControl Lite is a low cost, full life cycle system, to manage your Stock Control, create your Sales Orders and Invoices and organise your sales contacts, and aimed at Wholesale/retail distribution and Mail Order Sales business models. Designed to be ... |
|
| Higher Minds | 25235KB | Win 98/2000/XP | $38 | Downloads: 2027 |
| Date added: Sep 19, 2005 |
» Details |
|
|
| » PowerPoint to Video 1.3.0
|
| PowerPoint to Video Converts PowerPoint presentations into video [AVI] file. Sharing your presentations with everyone. PowerPoint to Video can nearly keep all the original animations and special effects in your PowerPoint file on the video file. and can ... |
|
| JosesSoft | 700KB | Win 95/98/ME/NT/2000/XP | $44.95 | Downloads: 1967 |
| Date added: Sep 19, 2005 |
» Details |
|
|
| » Crystal Clear Hire 3.1.18
|
| Crystal Clear Hire is a low cost, highly configurable rental software application designed for small to medium sized businesses within the rental industry. Using an adaptable stock entry scheme together with complete customisation of order and invoice des ... |
|
| Crystal Clear Designs Ltd | 3412KB | Win 98/ME/NT/2000/XP | $296.40 | Downloads: 1957 |
| Date added: Sep 19, 2005 |
» Details |
|
|
| » CopWrite 2.41.14
|
| Do you think `paperless` reporting is a pipe-dream? Think again! CopWrite is a quick, powerful, and easy way of creating and maintaining unlimited reports on any personal or laptop computer. CopWrite lets you quickly and easily put together a very readab ... |
|
| RAD Software | 1052KB | Win 95/98/ME/NT/2000/XP | $49 | Downloads: 2085 |
| Date added: Sep 19, 2005 |
» Details |
|
|
| » CopMan 2.14.14
|
| A powerful and easy-to-use personnel management database specifically designed for law enforcement agencies, CopMan tracks both your sworn and non-sworn employees. CopMan maintains both current and past employees in a powerful program that provides insta ... |
|
| RAD Software | 1177KB | Win 95/98/ME/NT/2000/XP | $39 | Downloads: 2076 |
| Date added: Sep 19, 2005 |
» Details |
|
|
|
|
| |
