Rank: 1784 based on 83 downloads (last 30 days) and 3 files submitted
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Wilmer Henao

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Columbia University

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Files Posted by Wilmer Henao View all
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(last 30 days)
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09 Mar 2005 Screenshot Put option pricing (plain vanilla) Calculation of plain vanilla option price using explicit, implicit and crank nicolson schemes. Author: Wilmer Henao finance, modeling, analysis, explicit, implicit, cranknicolson 11 1
  • 3.0
3.0 | 2 ratings
29 Mar 2004 Screenshot Field of values Plots the field of values of a square complex matrix. Author: Wilmer Henao linear algebra, field of values, eigenvalue, matrix, hermitian, hermitic 5 2
  • 5.0
5.0 | 2 ratings
18 Sep 2003 Screenshot Hodrick-Prescott Filter Finds the Hodrick-Prescott filter of a series. Author: Wilmer Henao finance, modeling, analysis, hodrick, prescott, filter 67 8
  • 4.5
4.5 | 5 ratings
Comments and Ratings on Wilmer Henao's Files View all
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13 Oct 2014 Hodrick-Prescott Filter Finds the Hodrick-Prescott filter of a series. Author: Wilmer Henao Panty

is there any available m-file which corrects for the end-of-sample problem that filters like this face? Thank you

17 Nov 2011 Put option pricing (plain vanilla) Calculation of plain vanilla option price using explicit, implicit and crank nicolson schemes. Author: Wilmer Henao Jason

17 Nov 2011 Put option pricing (plain vanilla) Calculation of plain vanilla option price using explicit, implicit and crank nicolson schemes. Author: Wilmer Henao Jason

29 Jul 2009 Put option pricing (plain vanilla) Calculation of plain vanilla option price using explicit, implicit and crank nicolson schemes. Author: Wilmer Henao madi Ahmad

Hi! Can anyone tell me how to work this file for the call option

21 Sep 2008 Hodrick-Prescott Filter Finds the Hodrick-Prescott filter of a series. Author: Wilmer Henao

excellent

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