Mario Santos
MAPFRE
自 2015 起处于活动状态
Followers: 0 Following: 0
Industrial Engineer working in financial risk management.
Feeds
已提交
Delta hedging
Delta hedging an option position using actual vs real volatility
8 years 前 | 3 次下载 |
已提交
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 |
已提交
Market Data - Equity
Gets equity prices and dividends from yahoo finance directly to Excel
9 years 前 | 1 次下载 |
已提交
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 |
已提交
Risk manager for mutual funds
Calculates risk metrics using RiskMetrics 1996 paper by J.P. Morgan methodology
9 years 前 | 1 次下载 |