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Lorenzo Brancali


Actif depuis 2012

Followers: 0   Following: 0

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Professional Interests: Quantitative Finance, Asset Management, Financial Derivatives

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  • Personal Best Downloads Level 1
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A soumis


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

environ 12 ans il y a | 1 téléchargement |

A soumis


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

environ 12 ans il y a | 3 téléchargements |

A soumis


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

environ 12 ans il y a | 6 téléchargements |