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Wilmer Henao


Columbia University

Attivo dal 2003

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Put option pricing (plain vanilla)
Calculation of plain vanilla option price using explicit, implicit and crank nicolson schemes.

oltre 19 anni fa | 1 download |

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Field of values
Plots the field of values of a square complex matrix.

oltre 20 anni fa | 4 download |

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Hodrick-Prescott Filter
Finds the Hodrick-Prescott filter of a series.

quasi 21 anni fa | 3 download |

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