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Wilmer Henao


Columbia University

3 total contributions since 2003

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Submitted


Put option pricing (plain vanilla)
Calculation of plain vanilla option price using explicit, implicit and crank nicolson schemes.

11 years ago | 4 downloads |

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Submitted


Field of values
Plots the field of values of a square complex matrix.

12 years ago | 5 downloads |

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Submitted


Hodrick-Prescott Filter
Finds the Hodrick-Prescott filter of a series.

13 years ago | 22 downloads |

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