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Lorenzo Brancali


Active since 2012

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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

ungefär 12 år ago | 1 download |

Submitted


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

ungefär 12 år ago | 3 downloads |

Submitted


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

ungefär 12 år ago | 5 downloads |