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Jonathan Starr's Blog Thoughts on C#, Ajax, WCF, LINQ, Agile et al. Financial Engineering
Beta Risk
A friend at work recently asked me to look at some of the equities he holds in his portfolio. While I am a developer, I also have an MBA in Finance; I enjoy evaluating stocks and readily agreed. One of my friend's holdings is Wal-Mart (WMT), and I was a bit surprised to see that listed WMT's Beta, which is a measure of a stock's risk relative to the market, as -0.14. It is uncommon to find stocks with negative Betas. Generally this means that the stock moves in the opposite direction ......

Posted On Friday, March 28, 2008 7:29 PM

LINQ and Financial Simulation
improve my => 'code' I just started playing around with LINQ seriously, and I really love some of the features incorporated, like the Enumerable.Range() function and how it can be used for integer programming. Here's a simple function for generating lognormal distributions (could be useful for financial engineering). Hope you're enjoying the samples, Jonathan Starr public List<double> GenerateLogNormalDistributi... numberOfTimes, double mean, double standardDeviation) { Random randomGenerator ......

Posted On Friday, January 25, 2008 8:00 PM

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