Statistics
9 Files
RANK
N/A
of 288,438
REPUTATION
N/A
CONTRIBUTIONS
0 Questions
0 Answers
ANSWER ACCEPTANCE
0.00%
VOTES RECEIVED
0
RANK
692 of 19,480
REPUTATION
2,583
AVERAGE RATING
4.80
CONTRIBUTIONS
9 Files
DOWNLOADS
22
ALL TIME DOWNLOADS
25102
RANK
of 142,515
CONTRIBUTIONS
0 Problems
0 Solutions
SCORE
0
NUMBER OF BADGES
0
CONTRIBUTIONS
0 Posts
CONTRIBUTIONS
0 Public Channels
AVERAGE RATING
CONTRIBUTIONS
0 Highlights
AVERAGE NO. OF LIKES
Content Feed
Submitted
Bootstrapping Yield Curve
Bootstrap the yield curve, discount curve and forward curve from bond market prices. Plot results.
13 years ago | 1 download |
Submitted
Heston Option Pricer
Compute European call option price using the Heston model and a conditional Monte-Carlo method
14 years ago | 3 downloads |
Submitted
Log-Uniform Jump-Diffusion Model
European call option price and implied volatility for a Log-Uniform Jump-Diffusion model.
15 years ago | 3 downloads |
Submitted
Foreign Exchange Options
Valuation of European and American options on foreign exchange using Garman-Kohlhagen model
15 years ago | 1 download |
Submitted
Volatility Surface
Compute and Plot Volatility Surfaces from Market Prices
15 years ago | 3 downloads |
Submitted
Brain Teaser Solver
Brain Teaser Solver: Compute the expected time to get a given sequence of independent outcomes.
15 years ago | 1 download |
Submitted
Coin And Dice
Simulate the average number of tosses of coin/throws of dice to get a given sequence.
15 years ago | 1 download |
Submitted
Plot Some Paths
This application allows you to generate and visualize some random paths
15 years ago | 2 downloads |
Submitted
3D Plot for Greeks
Plot in 3 dimensions the Greeks under the Black-Scholes model for a European call
15 years ago | 7 downloads |