finance
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Finite difference solver for the 'Variance Gamma' partial-integro differential equation (PIDE)
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Nov 18, 2015 - MATLAB
A MATLAB Realisation of Regime Switching Asset Allocation Strategy
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May 23, 2017 - MATLAB
This program calculates the price of American-style arithmetic average-rate calls (ARO) based on the CRR binomial tree.
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Sep 6, 2017 - MATLAB
This is an example of a program that creates a binomial tree to calculate the prices of a standard European put and an American put (assuming it can be exercised only in the last quarter of the option's life).
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Sep 11, 2017 - MATLAB
This is a binomial tree program that prices European single-barrier knock-in calls on a dividend-paying stock, and also determines the relative error based on the call price using the Black-Scholes model.
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Sep 15, 2017 - MATLAB
This is a small program that shows how to calculate an n-year spot rate if the n-year zero-coupon bond price moves from q% to (1+k%) *q%, where q% is the quoted price.
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Sep 16, 2017 - MATLAB
Quantitative and computational finance library
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Sep 26, 2017 - MATLAB
Option Valuation Methods
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Dec 14, 2018 - MATLAB
MSc. Thesis docuemnt and code.
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Mar 21, 2019 - MATLAB
Routines for the valuation of cross-holdings of financial contracts
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Apr 27, 2019 - MATLAB
Compute the Fractional Fast Fourier transform
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May 15, 2019 - MATLAB
my first problem set in assett pricing wrote in matlab
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May 26, 2019 - MATLAB
Predicts stock price fluctuations using percolation theory
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Jun 28, 2019 - MATLAB
Contains information for the AAAI-KDF'20 paper "The Automated Venture Capitalist".
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Feb 15, 2020 - MATLAB
This function optimizes portfolio weights based on a user-specified weighted linear combination of the Sortino ratio, Sharpe ratio, average total return, average downside risk, average standard deviation of returns, and max drawdown.
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Apr 13, 2020 - MATLAB
Be systematically sort out my relevant knowledge of Matlab
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Oct 7, 2020 - MATLAB
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Nov 16, 2020 - MATLAB
Ensemble Empirical Mode Decomposition Significance Test
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Mar 13, 2021 - MATLAB
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