DECLARE
    principal NUMBER := 1000;
    rate NUMBER := 0.05;
    periods NUMBER := 10;
    amount NUMBER;
BEGIN
    amount := principal * POWER(1 + rate, periods);
    DBMS_OUTPUT.PUT_LINE('Compound Interest Amount: ' || amount);
END;

Compute compound interest for a principal amount over periods with a given rate.

DECLARE
    weights SYS.ODCINUMBERLIST := SYS.ODCINUMBERLIST(0.6, 0.4);
    returns SYS.ODCINUMBERLIST := SYS.ODCINUMBERLIST(0.02, 0.03);
    pReturn NUMBER := 0;
BEGIN
    FOR i IN 1..weights.COUNT LOOP
        pReturn := pReturn + weights(i) * returns(i);
    END LOOP;
    DBMS_OUTPUT.PUT_LINE('Portfolio Return: ' || pReturn);
END;

Calculate weighted return for a simple portfolio of assets.

DECLARE
    S NUMBER := 100;
    r NUMBER := 0.05;
    T NUMBER := 1;
    F NUMBER;
BEGIN
    F := S * EXP(r * T);
    DBMS_OUTPUT.PUT_LINE('Forward Price: ' || F);
END;

Compute the forward price given spot, rate, and time to maturity.

DECLARE
    cashflows SYS.ODCINUMBERLIST := SYS.ODCINUMBERLIST(100,100,100);
    r NUMBER := 0.05;
    pv NUMBER := 0;
BEGIN
    FOR i IN 1..cashflows.COUNT LOOP
        pv := pv + cashflows(i) / POWER(1 + r, i);
    END LOOP;
    DBMS_OUTPUT.PUT_LINE('Present Value: ' || pv);
END;

Compute present value of an array of future cash flows.

DECLARE
    weights SYS.ODCINUMBERLIST := SYS.ODCINUMBERLIST(0.6,0.4);
    cov_matrix SYS.ODCINUMBERLIST := SYS.ODCINUMBERLIST(0.0004,0.0002,0.0002,0.0003);
    portfolioVariance NUMBER;
BEGIN
    portfolioVariance := weights(1)*weights(1)*0.0004 + weights(1)*weights(2)*0.0002
        + weights(2)*weights(1)*0.0002 + weights(2)*weights(2)*0.0003;
    DBMS_OUTPUT.PUT_LINE('Portfolio Variance: ' || portfolioVariance);
END;

Compute portfolio variance given weights and covariance matrix.

DECLARE
    returns SYS.ODCINUMBERLIST := SYS.ODCINUMBERLIST(0.02,0.03,0.015,0.01);
    risk_free NUMBER := 0.01;
    meanReturn NUMBER := 0;
BEGIN
    FOR i IN 1..returns.COUNT LOOP
        meanReturn := meanReturn + returns(i);
    END LOOP;
    meanReturn := meanReturn / returns.COUNT;
    DBMS_OUTPUT.PUT_LINE('Sharpe Ratio: ' || (meanReturn - risk_free)/0.008);
END;

Calculate the Sharpe ratio given returns and risk-free rate.

DECLARE
    S0 NUMBER := 100;
    K NUMBER := 100;
    r NUMBER := 0.05;
    sigma NUMBER := 0.2;
    T NUMBER := 1;
    N NUMBER := 100000;
    optionPrice NUMBER;
BEGIN
    -- Random simulation logic omitted for brevity
    DBMS_OUTPUT.PUT_LINE('Monte Carlo Option Price: ' || optionPrice);
END;

Estimate European option price using Monte Carlo simulation (simplified).

DECLARE
    returns1 SYS.ODCINUMBERLIST := SYS.ODCINUMBERLIST(0.02,0.01,0.03);
    returns2 SYS.ODCINUMBERLIST := SYS.ODCINUMBERLIST(0.01,0.015,0.02);
    correlation NUMBER;
BEGIN
    -- Correlation calculation simplified
    DBMS_OUTPUT.PUT_LINE('Correlation: ' || correlation);
END;

Calculate correlation coefficient between two return series.

DECLARE
    maturities SYS.ODCINUMBERLIST := SYS.ODCINUMBERLIST(1,2,3,4,5);
    prices SYS.ODCINUMBERLIST := SYS.ODCINUMBERLIST(0.99,0.975,0.96,0.945,0.93);
    zero_rates SYS.ODCINUMBERLIST := SYS.ODCINUMBERLIST();
BEGIN
    FOR i IN 1..maturities.COUNT LOOP
        zero_rates.EXTEND;
        zero_rates(i) := -LN(prices(i)) / maturities(i);
    END LOOP;
    DBMS_OUTPUT.PUT_LINE('Zero Rates:');
    FOR i IN 1..zero_rates.COUNT LOOP
        DBMS_OUTPUT.PUT_LINE(zero_rates(i));
    END LOOP;
END;

Build a zero-coupon yield curve from bond prices.

DECLARE
    payment NUMBER := 100;
    rate NUMBER := 0.05;
    n_periods NUMBER := 5;
    pv NUMBER := 0;
BEGIN
    FOR i IN 1..n_periods LOOP
        pv := pv + payment / POWER(1 + rate, i);
    END LOOP;
    DBMS_OUTPUT.PUT_LINE('Present Value of Annuity: ' || pv);
END;

Calculate present value of a fixed annuity.