Lorenzo Brancali
自 2012 起处于活动状态
Followers: 0 Following: 0
Professional Interests: Quantitative Finance, Asset Management, Financial Derivatives
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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
12 years 前 | 1 次下载 |
已提交
Sortino Ratio
This file calculates the Sortino ratio of an investment asset, portfolio or strategy.
12 years 前 | 3 次下载 |
已提交
EWMA St.Dev.
This code calculates the Exponentially Weighted Moving Average Standard Deviation
12 years 前 | 6 次下载 |