NMOF

Constant-Proportion Portfolio Insurance

Optimisation with Differential Evolution

Computing Prices of European Calls with a Binomial Tree

Download Datasets from Kenneth French's Data Library

Optimisation with a Genetic Algorithm

Local-Search Information

Stochastic Local Search

Simple Moving Average

Internal NMOF functions

Numerical Methods and Optimization in Finance

Zero Rates for Nelson–Siegel–Svensson Model

Factor Loadings for Nelson–Siegel and Nelson–Siegel–Svensson

Particle Swarm Optimisation

Simulated-Annealing Information

Optimisation with Simulated Annealing

Download Robert Shiller's Data

Threshold-Accepting Information

Optimisation with Threshold Accepting

Pricing Plain-Vanilla Bonds

Zero-Bracketing

German Government Bond Data

Theoretical Valuation of Euro Bund Future

Price a Plain-Vanilla Call with the Characteristic Function

Price of a European Call under the Heston Model

Price of a European Call under Merton's Jump–Diffusion Model

Full-rank Column Subset

Diversification Ratio

Drawdown

Mutual Fund Returns

Greedy Search

Grid Search

Option Pricing via Monte-Carlo Simulation

Minimum Conditional-Value-at-Risk (CVaR) Portfolios

Minimum-Variance Portfolios

Computing Mean–Variance Efficient Portfolios

Option Data

Pricing Plain-Vanilla Options (European and American)

Partial Moments

Put-Call Parity

Prepare LaTeX Table with Quartile Plots

Create a Random Returns

Repair an Indefinite Correlation Matrix

Resample with Specified Rank Correlation

Restart an Optimisation Algorithm

Display Code Examples

Classical Test Functions for Unconstrained Optimisation

Compute a Tracking Portfolio

Contract Value of Australian Government Bond Future

Integration of Gauss-type