Questions on the financial functions of Mathematica.
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votes
1answer
76 views
financial data behind Wolfram|Alpha and Finance Platform
I need to price 23,000 securities from 1999 to 2007, and they are surprisingly hard to find on subscription-based services, like Bloomberg LP, ThomsonReuters or S&P CapitalIQ offerings. Probably ...
2
votes
1answer
129 views
Can I customize a TradingChart?
What I would like to do is generate a chart similar to the TradingChart but to have two lines on it instead of the candlestick.
The lines I want to plot will look something like this;
And what I ...
4
votes
0answers
94 views
Under what conditions does FinancialData return a ::notent message?
I tried retrieving FinancialData for a few companies but when I tried doing it for NTDOY, I couldn't. As of 25/12/2012, querying
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5
votes
1answer
76 views
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 ...
4
votes
0answers
118 views
FinancialData property value at a given date
I was trying to get the volatility value of a specific equity on a given day.
Based on the Mathematica Help, the syntax is
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0
votes
1answer
100 views
how to get modify the following correlation matrix with a specific list of financial prices?
The following takes the last 5 members of the Dow Jones index and plots the correlation matrix of the last 5 years of daily prices:
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0
votes
2answers
336 views
8
votes
2answers
861 views
Problem with Financial Data
I'm following http://reference.wolfram.com/mathematica/ref/FinancialData.html
I get the following:
In[6]:= DateListLogPlot[FinancialData["^DJI", All]]
During ...
23
votes
5answers
1k views
Learning Finance with Mathematica
Background
My math background is strong by CS standards, probably normal by mathematica standards. (i.e. familiarity with real analysis, linear algebra, managed to read the proof of the prime number ...
9
votes
1answer
148 views
How can I convert the dates returned by FinancialData into decimal representation?
I'm trying to run a regression using Fit on the output of FinancialData["SPY", "Jan. 1, 2011"]. However, the dates returned ...
6
votes
0answers
263 views
Increasing recursion speed in Hull-White trinomial tree calculation
First timer here and have been finding these boards very useful in learning Mathematica.
I'm trying to implement a numerical procedure for the Hull-White trinomial tree in Mathematica. Despite using ...
14
votes
3answers
543 views
Mathematica usage (success stories) for financial back-ends
I've been working for about 5 years in Java, developing financial back-offices (web-services, business logic, report generation etc.).
I think Mathematica is very suitable for such calculations and ...
8
votes
2answers
276 views
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 ...
