Rodolphe Sitter

自 2008 起处于活动状态

Followers: 0 Following: 0

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Professional Interests: Modeling

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

14 years 前 | 2 次下载 |

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

15 years 前 | 3 次下载 |

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

15 years 前 | 1 次下载 |

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

15 years 前 | 1 次下载 |

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Volatility Surface
Compute and Plot Volatility Surfaces from Market Prices

15 years 前 | 9 次下载 |

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

15 years 前 | 1 次下载 |

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

15 years 前 | 1 次下载 |

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

16 years 前 | 1 次下载 |

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

16 years 前 | 4 次下载 |

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