Rank: 1400 based on 51 downloads (last 30 days) and 7 files submitted
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Ahmos Sansom

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Files Posted by Ahmos View all
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18 Jun 2013 Monte Carlo example of the Multi-Factor coupled Commodity Forward curves Simulator Implementation of the Multi-Factor multi commodity forward curve simulator Author: Ahmos Sansom finance, mathematics, optimization, simulation 23 0
13 Jun 2010 Finite Difference solution to nonlinear diffusion equation Numerical solution to nonlinear diffusion equation and creates movie of results Author: Ahmos Sansom mathematics, finite difference 13 0
21 May 2010 UK Power Value Neutral hedge Example of a value neutral hedge for the UK power (electricity) markets. Author: Ahmos Sansom optimization, mathematics, finance 3 1
07 Apr 2010 Term Structure of Volatility Calibration Derives term structure parameters used in Commodity pricing Author: Ahmos Sansom mathematics, finance, optimization 5 0
16 Mar 2010 Clewlow and Strickland Commodity one factor spot model Commodity one factor spot price model Author: Ahmos Sansom finance, mathematics 5 0
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21 May 2010 UK Power Value Neutral hedge Example of a value neutral hedge for the UK power (electricity) markets. Author: Ahmos Sansom Learn By, Examples

Thank you. It helps me with my course paper in university
http://learnbyexamples.org/category/matlab
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mathematics, finance, optimization, data import, finite difference
Files Tagged by Ahmos View all
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Updated   File Tags Downloads
(last 30 days) 		Comments Rating
18 Jun 2013 Monte Carlo example of the Multi-Factor coupled Commodity Forward curves Simulator Implementation of the Multi-Factor multi commodity forward curve simulator Author: Ahmos Sansom finance, mathematics, optimization, simulation 23 0
13 Jun 2010 Finite Difference solution to nonlinear diffusion equation Numerical solution to nonlinear diffusion equation and creates movie of results Author: Ahmos Sansom mathematics, finite difference 13 0
21 May 2010 UK Power Value Neutral hedge Example of a value neutral hedge for the UK power (electricity) markets. Author: Ahmos Sansom optimization, mathematics, finance 3 1
07 Apr 2010 Term Structure of Volatility Calibration Derives term structure parameters used in Commodity pricing Author: Ahmos Sansom mathematics, finance, optimization 5 0
16 Mar 2010 Clewlow and Strickland Commodity one factor spot model Commodity one factor spot price model Author: Ahmos Sansom finance, mathematics 5 0

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