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Lorenzo Brancali


Con actividad desde 2012

Professional Interests: Quantitative Finance, Asset Management, Financial Derivatives

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  • Personal Best Downloads Level 1
  • 5-Star Galaxy Level 3
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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

alrededor de 12 años hace | 1 descarga |

Enviada


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

alrededor de 12 años hace | 3 descargas |

Enviada


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

alrededor de 12 años hace | 4 descargas |