Lorenzo Brancali
3 total contributions since 2012
Professional Interests: Quantitative Finance, Asset Management, Financial Derivatives
Lorenzo Brancali's Badges
Your submissions were downloaded 10 or more times in a month
Awarded to Lorenzo Brancali on 01 Nov 2019
Your submissions received 5 five star ratings
Awarded to Lorenzo Brancali on 15 Oct 2019
Publish your first submission
Awarded to Lorenzo Brancali on 09 Oct 2019
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
7 years ago | 2 downloads |
Submitted
Sortino Ratio
This file calculates the Sortino ratio of an investment asset, portfolio or strategy.
7 years ago | 2 downloads |
Submitted
EWMA St.Dev.
This code calculates the Exponentially Weighted Moving Average Standard Deviation
8 years ago | 8 downloads |
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