Community Profile


Lorenzo Brancali

3 total contributions since 2012

Professional Interests: Quantitative Finance, Asset Management, Financial Derivatives


Lorenzo Brancali's Badges

  • Personal Best Downloads Level 1
  • 5-Star Galaxy Level 3
  • First Submission

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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

9 years ago | 3 downloads |


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

9 years ago | 2 downloads |


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

9 years ago | 4 downloads |