Lorenzo Brancali
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Feeds
Submitted
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
14 years ago | 1 download |
Submitted
Sortino Ratio
This file calculates the Sortino ratio of an investment asset, portfolio or strategy.
14 years ago | 1 download |
Submitted
EWMA St.Dev.
This code calculates the Exponentially Weighted Moving Average Standard Deviation
14 years ago | 1 download |
