Theoretical Finance Computation Using Fortran
Parts of this code have been with me for quite some time. It started as a bit of code for a mathematical modeling course in college. Over the years it has collected more functionality -- mostly investment and personal finance applications. Most recently I've added quite a bit of stuff around retirement planning.
Much of the functionality is contained in a set of modules I call MR Fortran Finance Library.
You will find a few directories at the root of the repository covering various computational finance topics:
- Retirement Simulator : Retirement Simulator Tool
- monte_carlo : Illustrates basic resampling monte carlo for inflation and stock market returns.
- loans : Various loan TVM problems.
- retirement : Some TVM-style retirement problems.
- cashflows : Just a demo of the cashflow module.
Lastly, a warning. I'm not a finance expert -- just a retired amateur investor. Don't take anything you see here as expert advice. Don't assume everything you see here is correct. In fact, expect errors! Double check any results you get. Keep an eye out for bugs, and report what you find!
-mitch
PS: Have Fun!