PDA

View Full Version : Announcing JMSL 6.0 and IMSL C# 6.0 Release



Marketing Team
10-26-2009, 08:26 PM
WITH VERSION 6.0, EXPERIENCE A POWERFUL SOLUTION FOR FINANCIAL,
SCIENTIFIC AND HIGH PERFORMANCE APPLICATIONS FEATURING:

New class solving generalized Feynman-Kac PDE and Black-Scholes

Black-Scholes models with European or American style Calls or Puts.
Including many of "The Greeks".


Auto_ARIMA


An "expert system" time series forecasting
Seasonality, level shifts, and outliers.
Automatic selection of model parameters


Survival Analysis


Cox's Proportional Hazards model
Kaplan-Meier survival probabilities
Kaplan-Meier reliability function estimates
Population and cohort life tables


Many other new functions


Naive Bayes classification
Random Copula methods and distributions
Two new linear least-squares
Kochanek-Bartels Cubic Splines
Logistic and Pareto CDFs and PDFs
Several Non-central CDF and PDF distributions
Treemap chart type


Lean More
>> Press Release (http://www.vni.com/company/press/pressReleases/jmsl_cSharp_6.php)

>> JMSL Library Overview (http://www.vni.com/products/imsl/jmsl/jmsl.php)
>> JMSL Function Catalog (PDF) (http://www.vni.com/books/dod/pdf/jmsl/JMSL60FunCat.pdf)

>> IMSL C# Library Overview (http://www.vni.com/products/imsl/cSharp/overview.php)
>> IMSL C# Function Catalog (http://www.vni.com/books/dod/pdf/cSharp/cSharp60FunCat.pdf)