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Haidar Haidar


Univ of Sussex

Last seen: mer än 3 år ago Active since 2012

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

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  • Personal Best Downloads Level 2
  • 5-Star Galaxy Level 3
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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

ungefär 8 år ago | 3 downloads |

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

ungefär 8 år ago | 1 download |

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

ungefär 8 år ago | 5 downloads |

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

ungefär 10 år ago | 3 downloads |

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

nästan 12 år ago | 7 downloads |

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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

nästan 12 år ago | 1 download |

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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

ungefär 12 år ago | 1 download |

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