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Home / Scripts / Categories / Scientific/Engineering / Financial ...

Financial Modeling and Analysis

70 script(s)

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Visualize dynamic hedging

This MATLAB financial tool can help users visualize trading demands of simple static or dynamic value-hedging strategies
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Windows / Linux / Ma...
Matlab
Other Free / Open So...
NOT RATED
52
view screenshot

November 10th, 18:38 GMT
NEW


Wagner-Whitin Algorithm

This is a MATLAB implementation of the Wagner-Whitin algorithm
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Windows / Linux / Ma...
Matlab
BSD
NOT RATED
151
view screenshot

October 9th, 06:23 GMT
NEW


Google Finance Historical Stock Data Downloader

This program gathers historical stock information from Google Finance using MATLAB code.
[read more >]

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Windows / Linux / Ma...
Matlab
BSD
NOT RATED
230
view screenshot

October 1st, 09:58 GMT
NEW


Nonlinear least square optimization through parameter estimation using the Unscented Kalman Filter

This is a MATLAB function using the unscented Kalman filter to perform nonlinear least square nonlinear optimization
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Windows / Linux / Ma...
Matlab
BSD
NOT RATED
168
view screenshot

August 31st, 06:47 GMT
NEW


Mortgage

This is a MATLAB-based financial mortgage calculation tool
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Windows / Linux / Ma...
Matlab
BSD
NOT RATED
94
view screenshot

August 27th, 08:52 GMT
NEW


Historical Volatility

This script calculates the annualized historical volatility for a stock over the previous n trading days
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Windows / Linux / Ma...
Matlab
BSD
NOT RATED
178
view screenshot

July 23rd, 06:19 GMT
NEW


Investment Analysis Software

Investment Analysis Software provides the capacity to easily analyze the performance of any investment.
[read more >]

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Windows / Linux / Ma...
PHP
Free Trial
Good (3.3/5)
428
view screenshot

March 28th, 2008 GMT
update


B-Risk 0.1

B-Risk is a risk recording and tracking package, with some basic risk analysis thrown in.
[read more >]

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Windows / Linux / Ma...
PHP
GPL
Fair (2.4/5)
323
view screenshot

October 8th, 2007 GMT
NEW


df2fts_

df2fts_ - Fetch from bloomberg and put in financial time series object.
[read more >]

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Windows / Linux / Ma...
Matlab
Freeware
Good (3.5/5)
382
view screenshot

August 15th, 2007 GMT
NEW


Easter Sunday Indicator

Easter Sunday Indicator indicates if a date is the Easter Sunday
[read more >]

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Windows / Linux / Ma...
Matlab
Freeware
Fair (2.7/5)
238
view screenshot

August 15th, 2007 GMT
NEW


Adjust Per-capita

Adjust Per-capita - Adjust per capita using historical U.S. population data.
[read more >]

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Windows / Linux / Ma...
Matlab
Freeware
Fair (2.3/5)
266
view screenshot

August 15th, 2007 GMT
NEW


month

month - Transform quarterly data to monthly frequency
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Windows / Linux / Ma...
Matlab
Freeware
Good (3.0/5)
371
view screenshot

August 15th, 2007 GMT
NEW


Expiration Friday

Expiration Friday finds the options' expiration Friday.
[read more >]

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Windows / Linux / Ma...
Matlab
Freeware
Good (3.6/5)
321
view screenshot

August 15th, 2007 GMT
NEW


AutomataBolsa 0.1

AutomataBolsa - Machinates of Merchanting value in Stock Exchange
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Windows / Linux / Ma...
Matlab
Freeware
Good (3.2/5)
306
view screenshot

August 15th, 2007 GMT
NEW


Inflate

Inflate - Adjust for inflation using the CPI Inflation Calculator at BLS.gov.
[read more >]

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Windows / Linux / Ma...
Matlab
Freeware
Good (3.0/5)
451
view screenshot

August 15th, 2007 GMT
NEW


matlab getquote

matlab getquote returns column vectors symbol, price, and volume.
[read more >]

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Windows / Linux / Ma...
Matlab
Freeware
Poor (1.7/5)
377
view screenshot

August 15th, 2007 GMT
NEW


Reinsurance Demo

Reinsurance Demo - GUI that prices a reinsurance contract based on "Excess of Loss" terms.
[read more >]

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Windows / Linux / Ma...
Matlab
Freeware
Fair (2.6/5)
425
view screenshot

August 15th, 2007 GMT
NEW


round2even

round2even performs round-to-even operation.
[read more >]

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Windows / Linux / Ma...
Matlab
Freeware
Fair (2.7/5)
309
view screenshot

August 15th, 2007 GMT
NEW


Tick2Bar

Tick2Bar divides a time series into periods and returns high, low, open, close, volume.
[read more >]

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Windows / Linux / Ma...
Matlab
Freeware
Good (3.0/5)
280
view screenshot

August 15th, 2007 GMT
NEW


Plottradeguide

Plottradeguide plots tradeguide's results.
[read more >]

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Windows / Linux / Ma...
Matlab
Freeware
Good (3.3/5)
263
view screenshot

August 15th, 2007 GMT
NEW


xrand

xrand - compute p-values of the variance ratio test statistics using simulation
[read more >]

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Windows / Linux / Ma...
Matlab
Freeware
Good (3.4/5)
678
view screenshot

August 15th, 2007 GMT
NEW


Check CUSIP

Check CUSIP - Validates CUSIPs
[read more >]

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Windows / Linux / Ma...
Matlab
Freeware
Fair (2.0/5)
1,654
view screenshot

August 15th, 2007 GMT
NEW


TillsonT3

TillsonT3 - Tillson smoothing moving average and chart.
[read more >]

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Windows / Linux / Ma...
Matlab
Freeware
Good (3.3/5)
316
view screenshot

August 15th, 2007 GMT
NEW


df2fts

df2fts - Fetch from bloomberg and put in financial time series object.
[read more >]

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Windows / Linux / Ma...
Matlab
Freeware
Good (3.2/5)
310
view screenshot

August 15th, 2007 GMT
NEW


Calculating the Portfolio Turnover

Calculating the Portfolio Turnover - Calculating the equal weighted portfolio turnover.
[read more >]

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Windows / Linux / Ma...
Matlab
Freeware
Good (3.9/5)
762
view screenshot

August 15th, 2007 GMT
NEW


rkp function

rkp function is a simple function that should come with the one present on this site
[read more >]

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Windows / Linux / Ma...
Matlab
Freeware
Good (3.3/5)
1,968
view screenshot

August 15th, 2007 GMT
NEW


Option Pricing Demo

Option Pricing Demo - Demo of an option pricing tool
[read more >]

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Windows / Linux / Ma...
Matlab
Freeware
Fair (2.3/5)
397
view screenshot

August 15th, 2007 GMT
NEW


Energy Bid Stack Viewer

Energy Bid Stack Viewer - Energy Bid Stack Viewer for Australian electricity market
[read more >]

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Windows / Linux / Ma...
Matlab
Freeware
Fair (2.7/5)
295
view screenshot

August 15th, 2007 GMT
NEW


MCSpreadOption

MCSpreadOption - Monte Carlo Simulation Spread Options
[read more >]

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Windows
Matlab
Freeware
Good (3.7/5)
374
view screenshot

August 15th, 2007 GMT
NEW


Put option pricing

Put option pricing - Calculation of plain vanilla option price using explicit, implicit and crank nicolson schemes.
[read more >]

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Windows / Linux / Ma...
Matlab
Freeware
Fair (2.7/5)
462
view screenshot

August 15th, 2007 GMT
NEW


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