Pavel Koneski BCSharp
taumuon
/ MonteCarloFinanceWeek1
Created
January 24, 2014 17:48
Implementation of part of the week 1 demo code of Iversity's Monte Carlo Methods in Finance, in F# using Deedle
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| // This code is based on matlab code provided through the course "Monte Carlo Methods in Finance". | |
| // https://iversity.org/my/courses/monte-carlo-methods-in-finance/ | |
| // and Olaf Smits's Python conversion | |
| // http://nbviewer.ipython.org/github/olafSmits/MonteCarloMethodsInFinance/blob/master/Week%201.ipynb?create=1 | |
| open System | |
| open Deedle | |
| open FSharp.Charting | |
| let readFrame (stock:string) = |