Rodolphe Sitter

Attivo dal 2008

Followers: 0 Following: 0

Messaggio

Professional Interests: Modeling

Inviato

Bootstrapping Yield Curve
Bootstrap the yield curve, discount curve and forward curve from bond market prices. Plot results.

oltre 13 anni fa | 1 download |

Inviato

Heston Option Pricer
Compute European call option price using the Heston model and a conditional Monte-Carlo method

oltre 14 anni fa | 3 download |

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Log-Uniform Jump-Diffusion Model
European call option price and implied volatility for a Log-Uniform Jump-Diffusion model.

circa 15 anni fa | 2 download |

Inviato

Foreign Exchange Options
Valuation of European and American options on foreign exchange using Garman-Kohlhagen model

oltre 15 anni fa | 1 download |

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Volatility Surface
Compute and Plot Volatility Surfaces from Market Prices

oltre 15 anni fa | 4 download |

Inviato

Brain Teaser Solver
Brain Teaser Solver: Compute the expected time to get a given sequence of independent outcomes.

oltre 15 anni fa | 1 download |

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Coin And Dice
Simulate the average number of tosses of coin/throws of dice to get a given sequence.

oltre 15 anni fa | 1 download |

Inviato

Plot Some Paths
This application allows you to generate and visualize some random paths

oltre 15 anni fa | 2 download |

Inviato

3D Plot for Greeks
Plot in 3 dimensions the Greeks under the Black-Scholes model for a European call

oltre 15 anni fa | 1 download |

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