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Haidar Haidar


Univ of Sussex

Last seen: 3年以上 前 2012 年からアクティブ

http://haidora.blogspot.co.uk/
Professional Interests: Financial Mathematics, Quantitative Finance

統計

  • Personal Best Downloads Level 2
  • 5-Star Galaxy Level 3
  • First Submission

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Plot histogram of your data against a fitted normal distribution with highlighted quantiles
Plot the histogram of your data against a fitted normal distribution with highlighted quantiles

約8年 前 | ダウンロード 3 件 |

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Efficient Frontier - Portfolio optimisation (optimization) with and without short-selling
This code will plot the efficient frontier with and without short-selling

約8年 前 | ダウンロード 1 件 |

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Binomial Method to Price and Plot an American Put Option
This codes prices American put options using binomial tree and plots the tree diagram

約8年 前 | ダウンロード 5 件 |

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Get continuous live Option Prices from yahoo finance
This code connect to Yahoo finance and download live continuous call and put option prices

約10年 前 | ダウンロード 3 件 |

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KMV Credit Risk Model - Probability of Default - Default Risk
Calculate probability of default based on Moody’s KMV. firms equity follows European call optition

12年弱 前 | ダウンロード 7 件 |

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Output set of stock prices from yahoo finance as a matrix with header and dates into excel
Output historical stock prices for a basket of stocks and given period as a matrix with header

12年弱 前 | ダウンロード 1 件 |

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Analytical Approximation of American Put option derived by G. BARONE-ADESI and R. E. WHALEY 1987.
This computes an approximation of American Put option value and can plot it against asset's price

約12年 前 | ダウンロード 1 件 |

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