Questions related to quantifying risk and the allocation of assets and liabilities over time under conditions varying uncertainty--including questions on the use of the built-in financial functions of Mathematica.
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Questions tagged [finance]
230 questions
15
votes
1 answer
What are the features that are only available in Wolfram Finance Platform?
Looking at the Wolfram Finance Platform advertising page.
They seem to have features that are all available in standard Mathematica license. So what is the exact difference between the two? Their marketing page seems to be targeting people who don't…
user13892
- 9,375
- 1
- 13
- 41
8
votes
2 answers
How do I define the "Coupon" within the function FinancialBond with a time-varying coupon
Is it possible using FinancialBond function to calculate the yield of a bond paying a gradual coupon ?
An example :
A bond with maturity of 7 years pays 4.125% the first 3 years, then 6% the next two and finally 7.75% the last two. The actual…
7
votes
1 answer
American option priced incorrectly by `FinancialDerivative`?
The following gives a price of 1.13:
FinancialDerivative[{"American", "Put"}, {"StrikePrice" -> 90,
"Expiration" -> 1}, {"InterestRate" -> 0.1, "Volatility" -> 0.18,
"CurrentPrice" -> 100, "Dividend" -> 0.}]
While my calculation with…
Al Guy
- 1,610
- 1
- 10
- 15
6
votes
1 answer
How to retrieve the remaining cashflows from a FinancialBond object
I would like to get the cash flows and dates for the remaining coupons and principal repayment for a FinancialBond object. These must be calculated internally by the FinancialBond object for many of its possible return values but I can't see how to…
Peter
- 61
- 1
4
votes
0 answers
What is the signature for a callback function for FinancialIndicators?
I'd like to write my own indicators to use with functions like TradingChart. From the context, it's clear that one needs to write a function whose parameters provide access to the underlying list of "OHLC" bars. Also, I don't know whether these…
David Jameson
- 41
- 1
4
votes
1 answer
SlowStochastic definition changed in MM 11.3?
I'm a bit puzzled because it seems that with MM11.3 the output of SlowStochastic on trading data has changed regarding the previous MM10 version. I can't seem to find any documentation about this. However I don't have the MM 10.1 version on my…
Lou
- 3,822
- 23
- 26
4
votes
1 answer
Historical S&P500 prices using FinancialData[
After some poking around, I found how to get the price of the S&P500:
FinancialData["^SPX"]` and `FinancialData["^SPX", "Company"]
However, I am trying to illustrate the calculation of betas, so I need historical prices, but putting past dates (for…
Nicholas G
- 1,981
- 10
- 15
3
votes
0 answers
Is the way TimeValue[s, i, {t, t1}] works with s being a Cashflow using date expressions a bug or a feature?
The documentation for TimeValue tells us that in TimeValue[s,i,t] we can have s be a Cashflow and that we may define the relevant accounting or discounting period using {t,t1} instead of simply t. The documentation for Cashflow tells us that we may…
gwr
- 13,452
- 2
- 47
- 78
3
votes
2 answers
Log of time series evaluated
I'm new to Mathematica and am trying to plot log-returns of a stock as a timeseries object. However, the following code gives me back elements of the form "Log[151.23$]" unevaluated. What am I doing wrong?
Differences[Log[FinancialData["GE", {2018,…
Othman El Hammouchi
- 133
- 5
3
votes
1 answer
Fast extraction of earliest NYSE listing date with FinancialData
I would like to know the fastest way to find the earliest listing date of a given symbol on the New York Stock Exchange - for example,
FinancialData["AAPL", All][[1,1]]
returns
{1980,12,12}
Which is correct, since AAPL was first listed on the NYSE…
Brian Burns
- 133
- 3
3
votes
0 answers
Why FinancialDerivative fails for the Spread case?
According to the documentation center for FinancialDerivative in version 10.4, when there are multi assets, we still may use FinancialDerivative with the corresponding correlation matrix to find the value of a basket option. Here, I try to use it…
M.J.2
- 491
- 2
- 8
3
votes
1 answer
Theoretical value of a financial option
I am using the following function to get option pricing but it does not give me the right answer ($10.50). Where is my problem:
FinancialDerivative[{"American", "Call"}, {"StrikePrice" -> 705.00,
"Expiration" -> 4}, {"InterestRate" -> 0.64,…
Milad P.
- 197
- 7
2
votes
1 answer
Can Mathematica 10 do elliott wave calculations?
Seems like there are quite a few fibonacci / Golden Ratio type functions but nothing in the doc's or Financial implementations for Elliott Waves. I found this info online ,see here.
That goes through the basics. Has anyone tried an Elliott Wave…
Nothingtoseehere
- 4,518
- 2
- 30
- 58
2
votes
1 answer
Limit the output of financial indicators list
Imagine I have a list of Forex data as below:
data= {{"2014 06 30 07:49", {1.36535, 1.36525, 1.36543, 1.36542, 81}},
{"2014 06 30 07:50", {1.36543, 1.3654, 1.36545, 1.36544, 25}},
{"2014 06 30 07:51", {1.36544, 1.36544, 1.36562,…
Morry
- 585
- 2
- 11
2
votes
1 answer
Stock peer valuation
I can display various metrics for one stock and want to know if I can do it easily for many stocks. In my example, I used Microsoft and the code works. Is there a way of setting up another list like techstocks={"MSFT","AMZN","CSCO","ORCL"} and then…
Andrew Tyler
- 23
- 2