Lorenzo Brancali

自 2012 起处于活动状态

Followers: 0 Following: 0

消息

Professional Interests: Quantitative Finance, Asset Management, Financial Derivatives

已提交

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

14 years 前 | 1 次下载 |

5.0 / 5

已提交

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

14 years 前 | 1 次下载 |

4.69492 / 5

已提交

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

14 years 前 | 2 次下载 |

4.0 / 5