Publications by Yas Suttakulpiboon

Stock Allocation Part 2

03.07.2024

R Prep # rm(list=ls()) # install.packages("quantmod") # install.packages("psych") library(quantmod) ## Loading required package: xts ## Loading required package: zoo ## ## Attaching package: 'zoo' ## The following objects are masked from 'package:base': ## ## as.Date, as.Date.numeric ## Loading required package: TTR ## Registered S3 met...

134 sym R (7709 sym/42 pcs) 3 img

Stock Portfolio Allocation

03.07.2024

R Prep #rm(list=ls()) #install.packages("quantmod") #install.packages("psych") library(quantmod) ## Loading required package: xts ## Loading required package: zoo ## ## Attaching package: 'zoo' ## The following objects are masked from 'package:base': ## ## as.Date, as.Date.numeric ## Loading required package: TTR ## Registered S3 method overw...

161 sym R (6053 sym/31 pcs) 3 img

Correlation Modelling

19.06.2024

R Prep #rm(list=ls()) #install.packages("quantmod") library(quantmod) ## Loading required package: xts ## Loading required package: zoo ## ## Attaching package: 'zoo' ## The following objects are masked from 'package:base': ## ## as.Date, as.Date.numeric ## Loading required package: TTR ## Registered S3 method overwritten by 'quantmod': ## ...

223 sym R (1007 sym/11 pcs)

Economic Capital, VaR, TVaR, MVaR, MTVaR

05.07.2023

Risk Measures rm(list = ls()) # Required packages library(quantmod) ## Loading required package: xts ## Warning: package 'xts' was built under R version 4.0.2 ## Loading required package: zoo ## ## Attaching package: 'zoo' ## The following objects are masked from 'package:base': ## ## as.Date, as.Date.numeric ## Loading required package: TTR...

126 sym R (3878 sym/35 pcs) 4 img

Basic Options

03.07.2023

Clear Working Space rm(list = ls()) Option Pricing Formula # Black-Scholes Option Pricing Formula black_scholes_call <- function(S, K, r, T, sigma, q) { d1 <- (log(S / K) + (r - q + 0.5 * sigma^2) * T) / (sigma * sqrt(T)) d2 <- d1 - sigma * sqrt(T) call_price <- S * exp(-q * T) * pnorm(d1) - K * exp(-r * T) * pnorm(d2) return(call_price...

145 sym R (6029 sym/18 pcs)

Futures and Optimal Hedge Ratio

04.07.2023

Index Correlation rm(list = ls()) # install.packages("corrplot") library(quantmod) ## Loading required package: xts ## Warning: package 'xts' was built under R version 4.0.2 ## Loading required package: zoo ## ## Attaching package: 'zoo' ## The following objects are masked from 'package:base': ## ## as.Date, as.Date.numeric ## Loading requir...

279 sym R (22160 sym/81 pcs) 16 img

Stock Factor Models Part 2

28.06.2023

Get the Stock Data from Yahoo Finance and Clean the Data rm(list = ls()) # Get the financial data from Yahoo Finance! # install.packages("quantmod") library(quantmod) ## Loading required package: xts ## Warning: package 'xts' was built under R version 4.0.2 ## Loading required package: zoo ## ## Attaching package: 'zoo' ## The following objects a...

195 sym R (14613 sym/64 pcs) 2 img

Stock Factor Models

26.06.2023

Get the Stock Data from Yahoo Finance and Clean the Data rm(list = ls()) # Get the financial data from Yahoo Finance! # install.packages("quantmod") library(quantmod) ## Loading required package: xts ## Warning: package 'xts' was built under R version 4.0.2 ## Loading required package: zoo ## ## Attaching package: 'zoo' ## The following objects a...

195 sym R (14613 sym/64 pcs) 2 img

Interest Rate and Credit Risk Modelling

21.06.2023

Yield Curve Behavior Non-negativity Mean Reversion Change in level Change in slope Change in curvature Yield Curve Behavior in Data # install.packages("YieldCurve") library(YieldCurve) ## Loading required package: xts ## Warning: package 'xts' was built under R version 4.0.2 ## Loading required package: zoo ## ## Attaching package: 'zoo' ## The ...

10677 sym R (6792 sym/51 pcs) 25 img

Stochastic Interest Rate Model - Single Factor Model

11.06.2023

Why & Applications Introduction to continuous-time single-factor interest rate models. Overview of the Vasicek model and its equation. Overview of the CIR model and its equation. Applications Introduction to continuous-time single-factor interest rate models. Continuous-time single-factor interest rate models are mathematical frameworks used to ...

6031 sym 3 img