Questions on the financial functions of Mathematica.

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2
votes
2answers
936 views

Forecast Future Stock Prices - Brownian Motion - Again

excuse me, I think I have here a technical problem with Mathematica yesterday I posted the question with the title: Forecast Future Stock Prices - Brownian Motion I am still not very experienced but ...
0
votes
1answer
937 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
467 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 ...
6
votes
1answer
229 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 ...
5
votes
1answer
131 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
199 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 ...
0
votes
1answer
178 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: ...
9
votes
2answers
3k 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 ...
31
votes
6answers
5k 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
221 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
431 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
778 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
334 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 ...