photo

Ahmos Sansom


Last seen: 5 giorni fa |  Attivo dal 2009

Followers: 0   Following: 0

Messaggio

PhD in Applied mathematics from the University of Nottingham. Work in the Energy industry

Statistica

All
  • First Answer
  • Matrix Patterns I Master
  • Divisible by x Master
  • 5-Star Galaxy Level 2
  • Personal Best Downloads Level 2
  • First Review
  • First Submission
  • CUP Challenge Master
  • ASEE Challenge Master
  • Functions I Master
  • Promoter
  • Speed Demon

Visualizza badge

Feeds

Visto da

Inviato


Monte Carlo of a Multi Commodity Spot and Forward Simulator
Implementation of a commodity spot and Multi-Factor forward curve simulator for coupled markets

6 giorni fa | 4 download |

Inviato


Monte Carlo of Multi-Factor coupled Commodity Forwards
Implementation of the Multi-Factor multi commodity forward curve simulator

5 mesi fa | 2 download |

Inviato


Longstaff Schwartz American Option Price Analysis
Simple implementation of the Longstaff Schwarts Least Square Regression approach

quasi 7 anni fa | 1 download |

Inviato


Commodity UK Power Half Hour Hedging Examples
Example of Commodity UK Power Hedging such as Value Neutral and Base Peak Ratios

quasi 7 anni fa | 1 download |

Inviato


Commodity Roll Analysis
Simple analysis on calculating returns of historical forward curve time series

oltre 7 anni fa | 1 download |

Inviato


Finite Difference solution to nonlinear diffusion equation
Numerical solution to nonlinear diffusion equation and creates movie of results

circa 9 anni fa | 1 download |

Inviato


Ornstein Uhlenbeck Simulations and Descretisation error
Ornstein Uhlenbeck simulations based on simple discretisation and compared to Gillespie solution

quasi 10 anni fa | 2 download |

Inviato


UK Power Value Neutral hedge
Example of a value neutral hedge for the UK power (electricity) markets.

circa 14 anni fa | 3 download |

Inviato


Term Structure of Volatility Calibration
Derives term structure parameters used in Commodity pricing

oltre 14 anni fa | 1 download |

Inviato


Clewlow and Strickland Commodity one factor spot model
Commodity one factor spot price model

oltre 14 anni fa | 1 download |

Inviato


Salvaging a Linear Correlation Matrix
Finds the nearest correlation Matrix using the Hypershere or Spectral decomposition methods

oltre 14 anni fa | 1 download |

Inviato


Converts Excel serial date to day month year and back
Simple function to convert Excel serial date to day, month, year and back.

quasi 15 anni fa | 1 download |