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Wilmer Henao


Columbia University

Active since 2003

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Put option pricing (plain vanilla)
Calculation of plain vanilla option price using explicit, implicit and crank nicolson schemes.

mer än 19 år ago | 1 download |

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Submitted


Field of values
Plots the field of values of a square complex matrix.

mer än 20 år ago | 4 downloads |

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Submitted


Hodrick-Prescott Filter
Finds the Hodrick-Prescott filter of a series.

nästan 21 år ago | 3 downloads |

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