Implementation of a class based model of a one period CDO including modelling expected losses in user defined tranches
Having recently completed an online course in financial engineering from the university of Columbia (https://www.coursera.org/learn/financial-engineering-2/home/welcome) I was interested by how to it
(and has got models to prove it! :))
Simulink documentation is short on examples that are (a) simple and (b) do not come from the engineering domain. We present one that meets both criteria and so may aid another non-engineer curious
This submission helps you to quickly learn the core concept behind the portfolio optimization.
Portfolio optimization is a mathematical approach that provides a trade-off between expected profit and risk and commonly used to make investment decisions across a collection of financial assets
version 18.104.22.168Hosein Karami
Novel optimization method to find global optimum of non-linear mixed integer objective functions
nonlinear optimization problems that appear in different areas of engineering, science and management cannot be analytically solved. Different methods and interesting optimization techniques have widely
Numerical solutions of the fractional order chaotic systems.
's system,-Newton-Leipnik's system,-Rossler's system,-Lotka-Volterra system,-Duffing's system,-Van der Pol's oscillator,-Volta's system,-Lu's system,-Liu's system,-Chua's systems,-Financial system,-3 cells CNN.The functions
Beasley-Springer-Moro algorithm for approximating the inverse normal.
sacalar or matrix with elements between 0 and 1 Output: x, an approximation for the inverse normal at uReference: Pau Glasserman, Monte Carlo methods in financial engineering, vol. 53 of applications of
A toolbox for calculating and optimizing technical analysis trading systems.
programming language make this technical trader's toolbox easily extendable by adding new complicated systems with minimum programming effort.The theoretical work has been published in Financial Engineering