photo

Haidar Haidar


Univ of Sussex

Last seen: circa 4 anni fa Attivo dal 2012

Followers: 0   Following: 0

Messaggio

http://haidora.blogspot.co.uk/
Professional Interests: Financial Mathematics, Quantitative Finance

Statistica

  • Personal Best Downloads Level 2
  • 5-Star Galaxy Level 3
  • First Submission

Visualizza badge

Feeds

Visto da

Inviato


Plot histogram of your data against a fitted normal distribution with highlighted quantiles
Plot the histogram of your data against a fitted normal distribution with highlighted quantiles

oltre 8 anni fa | 1 download |

Thumbnail

Inviato


Efficient Frontier - Portfolio optimisation (optimization) with and without short-selling
This code will plot the efficient frontier with and without short-selling

oltre 8 anni fa | 5 download |

Thumbnail

Inviato


Binomial Method to Price and Plot an American Put Option
This codes prices American put options using binomial tree and plots the tree diagram

oltre 8 anni fa | 3 download |

Thumbnail

Inviato


Get continuous live Option Prices from yahoo finance
This code connect to Yahoo finance and download live continuous call and put option prices

quasi 11 anni fa | 1 download |

Thumbnail

Inviato


KMV Credit Risk Model - Probability of Default - Default Risk
Calculate probability of default based on Moody’s KMV. firms equity follows European call optition

oltre 12 anni fa | 3 download |

Thumbnail

Inviato


Output set of stock prices from yahoo finance as a matrix with header and dates into excel
Output historical stock prices for a basket of stocks and given period as a matrix with header

oltre 12 anni fa | 1 download |

Thumbnail

Inviato


Analytical Approximation of American Put option derived by G. BARONE-ADESI and R. E. WHALEY 1987.
This computes an approximation of American Put option value and can plot it against asset's price

quasi 13 anni fa | 1 download |

Thumbnail