RainbowStats

Statistical models, financial research, and simulations.

Option Pricing Models

Characteristic Functions and FFT Pricing

Simulations

Interceptor Simulation
Merton Structural Credit Model
Corporate Tax Simulation
Matrix Algebra with the Yield Curve
Series Econometric Panel

Papers

Election ZIP
Fec Paper
Option valuation using the fast Fourier transform
SPXChirp

RainbowStats is a financial analytics and econometrics platform for analyzing macroeconomic data, regression models, ARIMA forecasting, and market relationships.