Mario Santos
MAPFRE
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Industrial Engineer working in financial risk management.
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Your submissions were downloaded 10 or more times in a month
Awarded to Mario Santos on 01 Nov 2019
Publish your first submission
Awarded to Mario Santos on 09 Oct 2019
Feeds
Submitted
Delta hedging
Delta hedging an option position using actual vs real volatility
8 years ago | 1 download |
Submitted
OptBinVal(iS0, iVola, iRate, iStrike, iType, iClass, iExpiry, iNoSteps)
Pricing function for plain vanilla options using binomial trees
9 years ago | 1 download |
Submitted
Market Data - Equity
Gets equity prices and dividends from yahoo finance directly to Excel
9 years ago | 1 download |
Submitted
Simple linear regression between EUR/USD exchange rate and 10Y USD Treasury Rate
Simple linear regression between EUR/USD exchange rate and 10Y USD Treasury Rate
9 years ago | 1 download |
Submitted
Risk manager for mutual funds
Calculates risk metrics using RiskMetrics 1996 paper by J.P. Morgan methodology
9 years ago | 1 download |
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