Modern portfolio theory (MPT) is a theory of investment which attempts to maximize portfolio expected return for a given amount of portfolio risk, or equivalently minimize risk for a given level of expected return, by carefully choosing the proportions of various assets.
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1 Normal Distribution
2 Gamma Distribution
3 Rayleigh distribution
4 Step Response
5 Bessel First Kind
6 Bessel Second Kind
7 Black-Scholes - Call
8 Spherical Bessel First Kind
9 Spherical Bessel Second Kind
12 The Fourier Series...
From the Attached Zip File extract program FRACTAL to your desktop and execute,
It will display the Koch Curve Fractal
// elementary fractal
char file_name  =...
Download Link QuantNet EXSAN
Thu Jan 29 07:20:26 2009
EXSAN v.0.3.18.U - email@example.com firstname.lastname@example.org
E X S A N M E N U
c Frame Layout
In order to run this option, you must extract the...
Wed Jan 14 08:15:16 2009
EXSAN v.0.3.18.Q - email@example.com
E X S A N M E N U
b Image Superposition
In order to run this option, you must extract all ffhxx.jpg files that
are included in the...
From the download-able file extract executable EXSAN to your desktop, The very first time ExSan is executed it will create the default input/output directory c:\exsan In order to access this directory START / RUN and type-in c:\exsan All data files included must be extracted to c:\exsan
All values are known, except V and sigma v. -sv-
Find the values of V and sigma v? What kind of methods you will suggest?
E = V N(d1) - exp(-rT)*F*N(d2)
d1 =[ ln(V/F) + (r+0.5(sv)(sv))T ] / [ sv * sqrt(T)]
d2 = d1 - sv sqrt(T)
sE = (V/E) N(d1) sv
N(.) is the...
Markowitz Portfolio Handler for n-assets
Attached exsan, place it on your desktop and execute
Main Menu: 1 ExSan
ExSan Menu: 6 Quant Finance Room
Quant Menu: p Markowitz Portfolio
Data File ---> stock //attached file must be placed in c:\exsan
Regards / ExSan
Good Morning Dear all QuantNet - NYC Community of Quants-
I have just became a member of QuantNet and I would like to introduce my self.
My name is Robert, I have a Ms. Sc. degree in C.S. from Poly NY :: Polytechnic University :: New York's major educational resource in science and...