Welcome
Top
Notes to the applications
App 01: Regression & Linear Interpolation Back to top This application allows a user to enter observed x- and y-values, and an x value for which he would like the y-value to be estimated, and then to plot the linear regression curve used as an estimate of 'trend' performance. Historic performance of a share price might be used as to gauge volatility of the share, which is in turn an input into the Black-Scholes-Merton model used to price options on the share at a future time at a given strike price for the option. So, this little application is reflective of how a set of observations can serve as inputs to an algorithm to estimate a future value of the dependent variable. Please see the blog for some additional material. Please click on the below button to activate the application. |
Login Pages
|