Rank: 2019 based on 39 downloads (last 30 days) and 3 files submitted
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Lorenzo Brancali

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Professional Interests:
Quantitative Finance, Asset Management, Financial Derivatives

 

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Files Posted by Lorenzo View all
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(last 30 days) 		Comments Rating
18 Mar 2012 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 Author: Lorenzo Brancali black scholes, options, dividend, call, put, finance 9 0
12 Mar 2012 Sortino Ratio This file calculates the Sortino ratio of an investment asset, portfolio or strategy. Author: Lorenzo Brancali sortino ratio, downside deviation, sortino, finance, asset management 8 0
09 Mar 2012 EWMA St.Dev. This code calculates the Exponentially Weighted Moving Average Standard Deviation Author: Lorenzo Brancali ewma, finance, standard deviation, hybrid, var 22 0
Top Tags Applied by Lorenzo
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finance, asset management, black scholes, call, dividend
Files Tagged by Lorenzo View all
  • 1 - 3 of
  • 3
Updated   File Tags Downloads
(last 30 days) 		Comments Rating
18 Mar 2012 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 Author: Lorenzo Brancali black scholes, options, dividend, call, put, finance 9 0
12 Mar 2012 Sortino Ratio This file calculates the Sortino ratio of an investment asset, portfolio or strategy. Author: Lorenzo Brancali sortino ratio, downside deviation, sortino, finance, asset management 8 0
09 Mar 2012 EWMA St.Dev. This code calculates the Exponentially Weighted Moving Average Standard Deviation Author: Lorenzo Brancali ewma, finance, standard deviation, hybrid, var 22 0

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