Recently Published
Derivatives - Functions for Black Scholes & Monte Carlo
Functions and plots for Black-Scholes and Monte-Carlo Simulation for vanilla call options, European call options, and down-and-out put options.
Forecasting Predicted Returns
Predicting returns using a regression analysis with Shiller and Fama French equations on M/B, Dividend yield, and yield spread
Annual Returns
Analysis of the average annual compounded rate of return from 1926 -2019 and the highest rate of return by industry.