Black Litterman Model

SmartFolio is the most powerful asset allocation software aimed at all types of investors and investment professionals. It contains state-of-the-art portfolio optimization and risk management techniques, based on latest achievements in portfolio theory. The software combines highly advanced and...

These routines support the book "Risk and Asset Allocation" Springer Finance, by A. Meucci, see http://www.symmys.comThe routines include many new features:- more uni-, multi- and matrix-variate distributions- more copulas- more graphical representations- more analyses in terms of the...

Various quantitative finance algorithms in areas related to asset allocation and portfolio simulation. Includes Black-Litterman model, State/Preferencem Interior points, and Active Set quadratic optimization.


Platforms: Mac

The Einstein Cannon model computes and displays the trajectory of cannonballs (particles) shot from a cannon in the vicinity of a black hole. It was created for the study of Einstein's theory of general relativity and the Schwarzschild metric. The main window displays a map of space in the...


Platforms: Mac

JDprice.m : Compute European call option price using a Log-Uniform Jump-Diffusion model.Algorithm used: Monte Carlo with antithetic and control variates techniques.JDimpv : Compute the implied volatilities from the market values of European calls using a Log-Uniform Jump-Diffusion model. (the...


Platforms: Matlab

Exercises and case studies for a rigorous approach to risk- and portfolio-management. This booklet stems from the review sessions of the six-day ARPM bootcamp.Contents include:Advanced multivariate statistics; copula-marginal decompositionAnnualization/projection (FFT, cumulants,...


Platforms: Matlab

This program helps you as options trader to optimize your strategy. You can add all the options you want to buy or sell and build your strategy. The program shows you the profit and loss graph at expiration and on the day that you select in the program. You can go forward or backward one day with...


Platforms: Windows, Windows 8, Windows 7, Windows Server

A graphing calculator implementation of the Black-Scholes Option Pricing Model, with extensions for both American Style Options and Extreme Value Theory.


Platforms: Windows, Mac, Linux

The Ejs Keplerian Orbit model displays the dynamics of a mass orbiting a much larger mass subject to Newtonian gravity. The simulation displays the motion of the smaller mass and the effective potential energy diagram. The initial energy of the system can be changed via textbox and the initial...


Platforms: Mac

The Particle Worldline model computes and displays the trajectory of a test particle in the vicinity of a black hole using Schwarzschild coordinates. It was created for the study of Einstein's theory of general relativity and the Schwarzschild metric. The model has input fields displaying the...


Platforms: Mac

Luna Element Black is a port of the awesome msstyle Luna Element Black theme. How to install? ?*A* Right click on your desktop and select Change Desktop Background ?*A* Click on the first tab: Theme ?*A* Drag and drop the theme's archive in the Appearance Preferences window. ?*A* If everything...


Platforms: *nix

Black Hole Organizer is a free-form, web enabled information manager application for storing and managing all of your notes, snippets, tasks and documents. Tired of losing your important notes? Have a task to complete? Reminder programs too complicated to use? Download Black Hole Organizer...


Platforms: Windows

Mr. Black Jack is an easy to play card game. Many years people in all over the world are playing Black Jack in Casino&aposs, at home and in many other unpredictable places. They"deal"and"stand", they"double"and they"hit"- some bets are low, other are very high... Here and now you can choose your...

The Decision Assistant Model Excel allows you to value a decision and determine the impact on your business. It calculates the range of possible outcomes for your decision, their likelihood of occurring, the average outcome, and the probability of the outcome being positive (profitable). It...


Platforms: Windows, Other

Black Omega is an MP3 player for Windows. Using Tiger Eye Technologies unique state of the art Black Omega MP3 Decoder engine it gives the best possible playback both in terms of quality and clarity. A must for audiophiles.


Platforms: Windows

The Real Option Valuation model encompasses a suite of option pricing tools to quantify the embedded strategic value for a range of financial analysis and investment scenarios. Traditional discounted cash flow investment analysis will only accept an investment if the returns on the project exceed...


Platforms: Windows, Mac

Model Assistant Suite is the most useful collection of add-ins for people who uses Excel as a decision making tool: to build, review, analyze and present more robust models, quicker. BUILD: To develop and format professionally your Excel models is now easier with Model Builder for Excel !! AUDIT:...


Platforms: Windows

This tool contains a serie of functionalities allowing you to boost analysis capacity and versatility in your Excel decision making models, as it includes the functions of several of our products: Build, analyze and manage multiple scenarios to any model quickly, easily and without having to...


Platforms: Windows

With Model Builder for Excel you can perform fast and accurately repetitive and time consuming tasks, such as transposing linked formulas, if formulas, consolidating sheets, consolidate ranges, swapping data, etc. Model Builder for Excel will allow you to audit, understand and analyze any...


Platforms: Windows

The Black Legacy is an online RPG game project that uses OpenGL and the SDL libraries. Whats New in This Release: - The game style was changed. - A full playable level, volumetric weapons, ray casting collision, optimized collision using OBB+Ray cast, character rotation on shot mode, two...


Platforms: *nix