Haidar Haidar

Univ of Sussex

Last seen: 4 years ago | Active since 2012

Followers: 0 Following: 0

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http://haidora.blogspot.co.uk/
Professional Interests: Financial Mathematics, Quantitative Finance

Statistics

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Submitted

Plot histogram of your data against a fitted normal distribution with highlighted quantiles
Plot the histogram of your data against a fitted normal distribution with highlighted quantiles

9 years ago | 1 download |

Submitted

Efficient Frontier - Portfolio optimisation (optimization) with and without short-selling
This code will plot the efficient frontier with and without short-selling

9 years ago | 6 downloads |

Submitted

Binomial Method to Price and Plot an American Put Option
This codes prices American put options using binomial tree and plots the tree diagram

9 years ago | 4 downloads |

Submitted

Get continuous live Option Prices from yahoo finance
This code connect to Yahoo finance and download live continuous call and put option prices

11 years ago | 2 downloads |

Submitted

KMV Credit Risk Model - Probability of Default - Default Risk
Calculate probability of default based on Moody’s KMV. firms equity follows European call optition

12 years ago | 5 downloads |

Submitted

Output set of stock prices from yahoo finance as a matrix with header and dates into excel
Output historical stock prices for a basket of stocks and given period as a matrix with header

12 years ago | 1 download |

Submitted

Analytical Approximation of American Put option derived by G. BARONE-ADESI and R. E. WHALEY 1987.
This computes an approximation of American Put option value and can plot it against asset's price

13 years ago | 1 download |