Welcome – Website moved to Moeadham.ca

13 03 2010

Hello, This website has moved to www.moeadham.ca. I have kept this here as to not break links and such

My name is Moe Adham, an undergraduate Student at the University of Waterloo, in Ontario, Canada. I am currently studying Mechatronics Engineering, with a Minor in Economics, graduating in May 2010. On this site you will find my CV, Research Interests, Current Projects and Contact information.

GroupVestor Wins National Competition

31 03 2010

GroupVestor, a start-up company I am curently running has recently been selected to participate in the “Velocity Entrepreneur Bootcamp” program. In participating in this program, the team will receive an initial grant, free housing in the “VeloCity” residence, as well as free office space and mentoring services at the Waterloo Accelerator Centre.

Press Release

Accelerator Centre

Completion of Tennis Ball Robot!

23 03 2010

Yesterday, March 22nd 2010 my team and I were pleased to present our Tennis Robot at the 3rd annual Mechatronics Symposium at the University of Waterloo. We gained a lot of great feedback, and were the only team to have a live display of an autonomous mobile robot. Progress and more information on the robot can be viewed at TennisRobot.org.

I was also featured on the Local news station CTV. You can view the clip here.

Some Recent Articles

15 03 2010

Here are some recent Articles I have written for the Iron Warrior. I write a bi-weekly piece on Research at Waterloo.



Some Useful Option Pricing Code

15 03 2010

I have recently started to do alot more coding in my financial modeling (all in MATLAB). Since I was having a pretty tough time finding examples online, I have decided to post some of my work online.

Please note that most of this code is experimental, and should only be used as a guide for vectorization of code in MATLAB.

This code is basic stuff using binomial trees to help get familiar with European options pricing.

You can download the M-files here.


deltaBinomial: returns matricies containing binomial trees in the upper-right. S-> stock price, V-> european option value, delta-> delta hedging ratio, t -> time vector.

interpBinomial: does linear interpolation of the delta hedge matrix. The input vector simuS is a vector of simulated prices (for example, using monte-carlo). Returns the delta hedging ratio for the simulated price vector.

dVarRCVaR: Calculates the VaR and CVaR given a loss vector L, and a confidence level b.

milstein: options pricing using milstein’s method.


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