Haidar Haidar

Last seen: plus de 5 ans il y a | Actif depuis 2012

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http://haidora.blogspot.co.uk/
Professional Interests: Financial Mathematics, Quantitative Finance

A soumis

Plot histogram of your data against a fitted normal distribution with highlighted quantiles
Plot the histogram of your data against a fitted normal distribution with highlighted quantiles

environ 10 ans il y a | 2 téléchargements |

4.0 / 5

A soumis

Efficient Frontier - Portfolio optimisation (optimization) with and without short-selling
This code will plot the efficient frontier with and without short-selling

environ 10 ans il y a | 1 téléchargement |

5.0 / 5

A soumis

Binomial Method to Price and Plot an American Put Option
This codes prices American put options using binomial tree and plots the tree diagram

plus de 10 ans il y a | 1 téléchargement |

3.0 / 5

A soumis

Get continuous live Option Prices from yahoo finance
This code connect to Yahoo finance and download live continuous call and put option prices

plus de 12 ans il y a | 1 téléchargement |

5.0 / 5

A soumis

KMV Credit Risk Model - Probability of Default - Default Risk
Calculate probability of default based on Moody’s KMV. firms equity follows European call optition

presque 14 ans il y a | 3 téléchargements |

5.0 / 5

A soumis

Output set of stock prices from yahoo finance as a matrix with header and dates into excel
Output historical stock prices for a basket of stocks and given period as a matrix with header

presque 14 ans il y a | 1 téléchargement |

0.0 / 5

A soumis

Analytical Approximation of American Put option derived by G. BARONE-ADESI and R. E. WHALEY 1987.
This computes an approximation of American Put option value and can plot it against asset's price

plus de 14 ans il y a | 2 téléchargements |

5.0 / 5