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Mario Santos


MAPFRE

自 2015 起处于活动状态

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Industrial Engineer working in financial risk management.

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Delta hedging
Delta hedging an option position using actual vs real volatility

8 years 前 | 3 次下载 |

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OptBinVal(iS0, iVola, iRate, iStrike, iType, iClass, iExpiry, iNoSteps)
Pricing function for plain vanilla options using binomial trees

9 years 前 | 1 次下载 |

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Market Data - Equity
Gets equity prices and dividends from yahoo finance directly to Excel

9 years 前 | 1 次下载 |

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Simple linear regression between EUR/USD exchange rate and 10Y USD Treasury Rate
Simple linear regression between EUR/USD exchange rate and 10Y USD Treasury Rate

9 years 前 | 1 次下载 |

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Risk manager for mutual funds
Calculates risk metrics using RiskMetrics 1996 paper by J.P. Morgan methodology

9 years 前 | 1 次下载 |

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