Lorenzo Brancali

Aktiv seit 2012

Followers: 0 Following: 0

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Professional Interests: Quantitative Finance, Asset Management, Financial Derivatives

Gesendet

Black and Scholes formula - European options on dividend paying stocks
This code computes the price of a Call and a Put option on dividend paying stocks

etwa 14 Jahre vor | 1 Download |

5.0 / 5

Gesendet

Sortino Ratio
This file calculates the Sortino ratio of an investment asset, portfolio or strategy.

etwa 14 Jahre vor | 1 Download |

4.69492 / 5

Gesendet

EWMA St.Dev.
This code calculates the Exponentially Weighted Moving Average Standard Deviation

etwa 14 Jahre vor | 1 Download |

4.0 / 5