Top 10% contributor
Ornstein Uhlenbeck simulations based on simple discretisation and compared to Gillespie solution
2 years ago
Implementation of a commodity spot and Multi-Factor forward curve simulator for coupled markets
1 year ago
Implementation of the Multi-Factor multi commodity forward curve simulator
3 years ago
Numerical solution to nonlinear diffusion equation and creates movie of results
Derives term structure parameters used in Commodity pricing
6 years ago
Example of a value neutral hedge for the UK power (electricity) markets.
Commodity one factor spot price model
Finds the nearest correlation Matrix using the Hypershere or Spectral decomposition methods
Simple function to convert Excel serial date to day, month, year and back.
7 years ago
Choose your country to get translated content where available and see local events and offers. Based on your location, we recommend that you select: .
You can also select a location from the following list:
See all countries