Mike Chitavi

4 Questions 4 Answers 0 Followers

Questions related from Mike Chitavi

How would you rate Microsoft Maple's graphical tool (especially for finance) ?

Have you used Microsoft MAPLE tool to graph financial data ? How would you rate it ? I thought it has great 2D and 3D graphs that were better than those of STATA, Eviews and even SAS, however...

12 December 2018 7,528 3 View

Vasicek Model (1977) a Markov Process ?

Can the Vasicek Model (1977) be considered a Markov Process ?

10 October 2016 705 0 View

When analyzing futures prices what is the preferred method of calculating the continuous prices ?

When analyzing futures prices, should I use the front month contract method or weighted average method for all the futures sold. Weights are based on Volume. The futures prices will be analyzed...

03 March 2016 3,752 2 View

Is using a Jump Diffusion Modeling using excel a bad idea ?

I am think of using the excel template http://investexcel.net/jump-diffusion/ to identify jumps in time series of futures data. Is this modeling strong enough to identify jumps that occur due to...

06 June 2015 4,488 2 View