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updated 1 year ago

Mining Economics with MATLAB by David Willingham

Simulates a distribution of Net Present Values of a mine via a forecasting model for Iron Ore Prices (commodities, mining, economics)

FitNPV(NPV)

cashflow(data,NTrials,SYear)

discounting(data,capex,NTrials,sales,discFactorY,salesb)

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updated almost 5 years ago

MATLAB no Desenvolvimento de Modelos para Financas by Elia Matsumoto

Slides and demo files using Brazilian market data. (webinar, matlab, financial modeling)

GP(varargin)

GP_Aversao( )

GP_Inic( )

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updated 6 years ago

Visualize dynamic hedging by Dimitri Shvorob

(via an interactive GUI) (finance, modeling, analysis)

blscallprice(S,K,r,t,sigma)

blsputprice(S,K,r,t,sigma)

hedgedemo

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updated 6 years ago

Compute PSA-benchmarked prepayment metrics by Dimitri Shvorob

(CPR and SMM) (finance, modeling, analysis)

cprpsa(month,psa)

mgpmt(r,m)

smmpsa(month,psa)

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updated almost 7 years ago

Interest rate model by Sandeep

Hull and White interest rate model (finance, modeling, analysis)

hullwhite.m

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updated 7 years ago

GMM by zhiguang cao

GMM (finance, modeling, analysis)

[paraest,t_sta,V,it,Chi_sta,Pvalue]=gmmestimation(moment,...

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updated 9 years ago

round2even by Chris Larson

Performs round-to-even operation. This operation is more accurate than round-to-larger. (finance, modeling, analysis)

round2even(x,Ndigits)

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updated 9 years ago

Kernel Regression Toolbox 1.0 by Tim Gebbie

Implementation of kernel regression. (finance, modeling, analysis)

Contents.m

kr_test_001.m

krexample.m

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updated 9 years ago

Covariance Tools 1.0a by Tim Gebbie

Some tools for covariance matrix estimation. (finance, modeling, analysis)

C=nancov(x)

[g,X]=average(X,h)

[w,wv]=optimalweights(varargin)

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updated 10 years ago

Plottradeguide by Nagi Hatoum

Plots tradeguide's results. (finance, modeling, analysis)

plottradeguide(C,O,H,L,stock_name);

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updated 11 years ago

Check CUSIP by Nabeel Azar

Validates CUSIPs. (finance, modeling, analysis)

checkcusip(inputCell)

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