Compounded
To walk through the code and for a thorough description, refer toA. Meucci, (2010) "Linear versus Compounded Returns: Common Pitfalls in Risk and Portfolio Management",Latest version of code and article available at http://symmys.com/node/141
Platforms: Matlab
License: Freeware | Size: 10 KB | Download (41): Linear versus Compounded Returns: Common Pitfalls in Risk and Portfolio Management Download |
This software is used to keep encrypted records of 'accounts' for betting with fake money in any type of game (eg cards) It has a compound interest feature, where account holders' balance is compounded daily at 1%. It manages bets made during games.
Platforms: Windows, Mac, Linux
License: Freeware | Size: 11.02 KB | Download (53): Betting Manager Download |
Free Web log analyzer, monitor for SEO, includes C++ source code, track ISP, referrers, program downloads, icon views.Measures unique visits, most commonly viewed pages. Tailored for a specific need, so must be modified for other web sites. Using this weblog, I've gotten better than 38%...
Platforms: Windows
License: Freeware | Size: 822 KB | Download (103): Web Log Monitor Download |
CAD::Drawing::IO::Split is a Perl module that allows fast distributed text file methods. Requisite Plug-in Functions See CAD::Drawing::IO for a description of the plug-in architecture. check_type Returns true if $type is "split" or $filename is a directory (need a tag?) $fact =...
Platforms: *nix
License: Freeware | Size: 39.94 KB | Download (100): CAD::Drawing::IO::Split Download |
Loan Table is a small program that will display the amortization table for a loan and also calculate the monthly payment. This calculator is designed for simple interest loans that are compounded monthly as most morgages use this system. It will also calculate for extra principal payments made to...
Platforms: Mac
License: Freeware | Download (184): Loan Table Download |
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...
Platforms: Matlab
License: Freeware | Size: 6.62 MB | Download (46): Risk and Asset Allocation Download |
Compute European call option price using the Heston model and a conditional Monte-Carlo method [call_prices, std_errs] = Heston(S0, r, V0, eta, theta, kappa, strike, T, M, N)*******************************************************************************INPUTS: S0 - Current price of the underlying...
Platforms: Matlab
License: Freeware | Size: 92.16 KB | Download (41): Heston Option Pricer Download |