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Lorenzo Brancali


Aktiv seit 2012

Followers: 0   Following: 0

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Professional Interests: Quantitative Finance, Asset Management, Financial Derivatives

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  • Personal Best Downloads Level 1
  • 5-Star Galaxy Level 3
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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 12 Jahre vor | 1 Download |

Gesendet


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

etwa 12 Jahre vor | 3 Downloads |

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

etwa 12 Jahre vor | 5 Downloads |