Rodolphe Sitter

Aktiv seit 2008

Followers: 0 Following: 0

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Professional Interests: Modeling

Gesendet

Bootstrapping Yield Curve
Bootstrap the yield curve, discount curve and forward curve from bond market prices. Plot results.

mehr als 13 Jahre vor | 2 Downloads |

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Heston Option Pricer
Compute European call option price using the Heston model and a conditional Monte-Carlo method

mehr als 14 Jahre vor | 1 Download |

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Log-Uniform Jump-Diffusion Model
European call option price and implied volatility for a Log-Uniform Jump-Diffusion model.

fast 15 Jahre vor | 2 Downloads |

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Foreign Exchange Options
Valuation of European and American options on foreign exchange using Garman-Kohlhagen model

etwa 15 Jahre vor | 2 Downloads |

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Volatility Surface
Compute and Plot Volatility Surfaces from Market Prices

etwa 15 Jahre vor | 6 Downloads |

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Brain Teaser Solver
Brain Teaser Solver: Compute the expected time to get a given sequence of independent outcomes.

etwa 15 Jahre vor | 1 Download |

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Coin And Dice
Simulate the average number of tosses of coin/throws of dice to get a given sequence.

etwa 15 Jahre vor | 1 Download |

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Plot Some Paths
This application allows you to generate and visualize some random paths

mehr als 15 Jahre vor | 2 Downloads |

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3D Plot for Greeks
Plot in 3 dimensions the Greeks under the Black-Scholes model for a European call

mehr als 15 Jahre vor | 8 Downloads |

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