Nov Volatility
Use this simple, self-contained class definition to obtain quotes and historical data from Yahoo finance.f = stock('f','5y','d);creates a stock object with a current quote and five year history of daily data for the stock symbol 'f' (Ford Motor Company).f.plot;charts the historical data. The...
Platforms: Matlab
License: Freeware | Size: 10 KB | Download (46): Stock Class Download |
This is a free spreadsheet that downloads free historical stock data from the Yahoo database into the spreadsheet and calculates the historical or realized volatility of the selected stock. The standard deviation of prices are plotted along side the stock price chart. The user can freely change...
Platforms: Windows, Mac
License: Freeware | Size: 70 KB | Download (63): Stock Volatility Calculator Download |
This code optimises the parameters for the term structure of volatility (TSOV) applied to historical forward curves - see discussion in Harris in reference 1 below. TSOVs avaible are: TermType - 1 = sigma = A exp (-CT) - 2 = sigma = A exp (-CT) + D - 3 = sigma = (A + BT) exp (-CT) + DRequired...
Platforms: Matlab
License: Freeware | Size: 174.08 KB | Download (45): Term Structure of Volatility Calibration Download |
It connects and retrieves data from the Yahoo! finance service.The program uses daily closing prices in the calculations.If not specified, the program defaults to N=20 previous trading days.The user may supply either a single ticker symbol or a cell array of ticker symbols.Using the supplied N,...
Platforms: Matlab
License: Freeware | Size: 10 KB | Download (50): Historical Volatility Script Download |
The Toolbox forecasts the volatility of a (mxn) vector of data and from a variety of in-built / non-in-built GARCH models with various distributions, as well as the univariate RiskMetrics. The toolbox also estimates a number of Volatility Forecast Loss Functions and if selected Value-at-Risk for...
Platforms: Matlab
License: Freeware | Size: 20.48 KB | Download (45): Volatility Forecast Toolbox Download |
The self-contained script demonstrates excess, volatility driven growth, in a rebalanced portfolio.Based on the paper "Benchmarking and Rebalancing" by Gabay and Herlemont, yats.com, 19 Septembre 2007, this script reproduces example 1, showing the long-term rebalancing excess growth rate g*.There...
Platforms: Matlab
License: Freeware | Size: 10 KB | Download (43): Example of Volatility Pumping Download |
This GUI uses a constant relative volatility (alpha) to estimate the equilibrium curve. From there, the GUI uses the "McCabe and Thiele Graphical Method" to estimate the ideal number of plates in the column.A reference is provided in the GUI: look in Help/About.Comments, suggestions or bugs,...
Platforms: Matlab
License: Freeware | Size: 10 KB | Download (44): GUI for distillation columns: McCabe and Thiele Method. Download |
Option Calculator - calculates the value of put and call options (The Black-Scholes Option Pricing Model), calculates implied volatility and greeks (Delta, Vega, Gamma, Theta). You can see graph of option position (buy call or buy put).
Platforms: Windows
License: Freeware | Size: 500 KB | Download (384): Option Calculator Download |
Option Calculator - calculates the value of put and call options (The Black-Scholes Option Pricing Model), calculates implied volatility and greeks (Delta, Vega, Gamma, Theta). You can see graph of option position (buy call or buy put).
Platforms: Windows
License: Freeware | Size: 500 KB | Download (180): SQL Examiner 2008 Download |
Group Shell is a tool to aggregate several remote shells into one. It is used to launch an interactive remote shell on many machines at once. Group Shell is written in Python and requires Python ≥ 2.4. There is a control shell accessible with Ctrl-C that is used to list some information about...
Platforms: *nix
License: Freeware | Size: 24.58 KB | Download (99): Group Shell Download |
Finance::BDT is a Perl module that implements BDT yield curve model. SYNOPSIS use Finance::BDT; use Data::Dumper my @y = (0, 0.0283, 0.029, 0.0322, 0.0401, 0.0435, 0.0464, 0.0508, 0.0512); ## YTM on strips my $vol = 0.20; ## constant volatility my $epsilon = 0.01; my ($r, $d, $A) =...
Platforms: *nix
License: Freeware | Size: 4.1 KB | Download (112): Finance::BDT Download |
The program computes the number of equilibrium stages for a binary ideal mixture with relative volatility equal to 2.45. The feed is a two phase mixture with a feed quality is equal to 0.85. The distillate, feed and bottom mole fractions are 0.9, 0.5 and 0.1, respectively. The reflux ratio is...
Platforms: Matlab
License: Freeware | Size: 10 KB | Download (40): McCabe-Thiele Method for an Ideal Binary Mixture Download |
RiskMetrics.m: Estimates the univariate or multivariate RiskMetrics. USAGE: rm = RiskMetrics(data,alpha) INPUTS: data = ( m x n ) vector lamba = the scale parameter method = Univariate or Multivariate OUTPUTS: rm = ( m x n ) volatility vector for the univariate case or an [( n x n )x m]...
Platforms: Matlab
License: Freeware | Size: 10 KB | Download (43): RiskMetrics Download |
One must input to a dialog box Antoine's constants, Wilson binary interaction parameters and liquid molar volume of any binary mixture of his choice. The program computes and plots activity coefficients, relative volatility and VLE diagram.
Platforms: Matlab
License: Freeware | Size: 20.48 KB | Download (42): Binary VLE Computations using Wilson's Model Download |
fxoptions( S0, X, rd, rf, T, vol, style)Valuation of European and American call and put options on foreign exchange using Garman-Kohlhagen model.European option prices are given by an exact formula (Garman-Kohlhagen).American option prices are approximated using both binomial and trinomial...
Platforms: Matlab
License: Freeware | Size: 10 KB | Download (47): Foreign Exchange Options Download |
Academic Project aimed at capturing, modeling and predicting stock behavior
Platforms: Matlab
License: Freeware | Size: 10 KB | Download (42): Modeling & Predicting stock prices with volatility analysis Download |
Diary Book allows you to write a diary on your computer. There is a diary editor, events reminder, alarm clock, address book, picture manager, built-in mailer, HTML and web diary. Please note that this is password-protected software and your diary content will be encrypted, which means it's safe...
Platforms: Windows
License: Freeware | Size: 1.78 MB | Download (1860): Diary Book Download |
This free option pricing calculator can be used to calculate: Call Price, Put Price, Gamma, Delta, Theta, Vega, Implied Volatility. Calculator can use three option pricing models to caculate prices: Black-Scholes Option price, Binomial American option price and Binomial European option price
Platforms: Windows
License: Freeware | Size: 2.06 MB | Download (1132): Option Pricing Calculator Download |
Powerful, Simple to use and it Free. No limitations.
OptionsOracle is a free tool for stock options strategy analysis. It is a powerful tool that allows testing of different options strategies using real-time options & stock-market information. The tool provides an easy interface to build a...
Platforms: Windows
License: Freeware | Size: 1.13 MB | Download (717): OptionsOracle Download |
Pulse shaping filter program that finds the pole-zero locations of a transfer function, H(s), for a matched filter. H(s) equals a -desired- signal (Yout) divided by a given input signal (Yin). Both Yout and Yin are functions of frequency.
Group delay may also be calculated to compliment a...
Platforms: Windows, Windows 8, Windows 7, Windows Server
License: Freeware | Size: 3.6 MB | Download (181): Match n Freq Download |