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Volatility freeware
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Volatility

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Released: June 24, 2012  |  Added: June 24, 2012 | Visits: 384

Stock Volatility Calculator 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 (36): Stock Volatility Calculator Download

Added: August 06, 2013 | Visits: 341

Term Structure of Volatility Calibration 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 (20): Term Structure of Volatility Calibration Download

Added: July 31, 2013 | Visits: 281

Historical Volatility Script 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 (19): Historical Volatility Script Download

Added: July 01, 2013 | Visits: 244

GUI for distillation columns: McCabe and Thiele Method. 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 (19): GUI for distillation columns: McCabe and Thiele Method. Download

Added: June 24, 2013 | Visits: 265

Volatility Forecast Toolbox 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 (19): Volatility Forecast Toolbox Download

Added: July 12, 2013 | Visits: 221

Example of Volatility Pumping 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 (18): Example of Volatility Pumping Download

Added: August 18, 2008 | Visits: 4.592

Option Calculator 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 (364): Option Calculator Download

Added: August 04, 2008 | Visits: 1.323

SQL Examiner 2008 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 (156): SQL Examiner 2008 Download

Added: July 03, 2010 | Visits: 571

Finance::BDT 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 (90): Finance::BDT Download

Added: June 16, 2013 | Visits: 288

McCabe-Thiele Method for an Ideal Binary Mixture 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 (19): McCabe-Thiele Method for an Ideal Binary Mixture Download

Added: June 20, 2013 | Visits: 160

RiskMetrics 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 (18): RiskMetrics Download

Added: August 05, 2013 | Visits: 290

Binary VLE Computations using Wilson's Model 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 (18): Binary VLE Computations using Wilson's Model Download

Added: July 07, 2013 | Visits: 284

Foreign Exchange Options 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 (21): Foreign Exchange Options Download

Added: August 08, 2013 | Visits: 252

Stock Class 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 (18): Stock Class Download

Released: February 04, 2014  |  Added: February 04, 2014 | Visits: 227

Endowment and Pension Funds Impairment Risk Calculator Are endowments and pension funds overspending? Does the high volatility of the investment portfolio put the institution at a higher risk of an "Impairment Event" - a market loss that would require the institution to dramatically alter it operations? Unfortunately, the answer may be "yes" to... Platforms: iOS

License: Freeware Size: 6.1 MB Download (10): Endowment and Pension Funds Impairment Risk Calculator Download

Released: July 13, 2014  |  Added: July 13, 2014 | Visits: 178

Exane Convertible Bond Pricer Exane Derivatives Convertible Bond Pricer. An on-line calculator to value and compare convertible bonds. * Personalisation Features to hone pricings. * Technical parameters (dividends, volatility, spread, etc.) with Exane assumptions plugged in but adjustable to take into account your own... Platforms: iOS

License: Freeware Size: 1.6 MB Download (17): Exane Convertible Bond Pricer Download

Released: May 15, 2014  |  Added: May 15, 2014 | Visits: 131

My Forex For you, usually on business trip, are able to know volatility of the foreign currencies? Facing the severe of volatility by International Market, could you take the initiative to win in the Forex market? My Forex provides you the real time interactive charts and pricing for a wide variety of... Platforms: iOS

License: Freeware Size: 2.6 MB Download (7): My Forex Download

Released: January 01, 2006  |  Added: May 30, 2006 | Visits: 10.631

Option Pricing Calculator 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 (1089): Option Pricing Calculator Download

Released: July 20, 2007  |  Added: July 22, 2007 | Visits: 4.912

OptionsOracle 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 (694): OptionsOracle Download

Added: October 06, 2010 | Visits: 617

DBI::DBD DBI::DBD is a Perl DBI Database Driver Writers Guide. SYNOPSIS perldoc DBI::DBD Version and volatility This document is still a minimal draft which is in need of further work. The changes will occur both because the DBI specification is changing and hence the requirements on DBD drivers... Platforms: *nix

License: Freeware Size: 409.6 KB Download (74): DBI::DBD Download

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