time and chance happen to them all

1. Save the following Matlab code as stock_data.m, say in C:\Desktop. 2. Open Matlab and change the current directory to C:\Desktop. 3. At the Matlab Command >> type >>[hist_date, hist_high, hist_low, hist_open, hist_close, hist_vol] = stock_data(‘GOOG’); Here, GOOG is the stock symbol for Google Inc. 4. Among others, the above will return hist_close as a (column) vector […]

Posted in: *Quantitative Finance*

*April 26, 2011*

The futures price of an index can be treated like the price of an asset which pays a dividend yield equal to the risk-free rate. Recall that the Black’s price of a European futures option is where The above can be obtained if we substitute by and by into the Black-Scholes call price formula; that […]

Posted in: *Quantitative Finance*

*April 26, 2011*

I was looking for the method that people use to write their beautiful math equations on their blogs. I found this program called LaTeX2WP (written in Python), which converts Latex file to HTML that is ready to be cut and pasted into WordPress editor. Thanks to its creator Luca Trevisan! However, I could not find […]

Posted in: *Computing*

February 21, 20130