Lorenzo Brancali
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Professional Interests: Quantitative Finance, Asset Management, Financial Derivatives
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Your submissions were downloaded 10 or more times in a month
Awarded to Lorenzo Brancali on 01 Nov 2019
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Publish your first submission
Awarded to Lorenzo Brancali on 09 Oct 2019
Feeds
Inviato
Black and Scholes formula - European options on dividend paying stocks
This code computes the price of a Call and a Put option on dividend paying stocks
circa 12 anni fa | 1 download |
Inviato
Sortino Ratio
This file calculates the Sortino ratio of an investment asset, portfolio or strategy.
circa 12 anni fa | 3 download |
Inviato
EWMA St.Dev.
This code calculates the Exponentially Weighted Moving Average Standard Deviation
circa 12 anni fa | 6 download |
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