Adam Smith Economics

Wowza Media Server Pro is a powerful and extensible pure Java alternative to Adobe Flash Media Server that delivers a dramatic improvement of Flash streaming economics. With up to 80% lower Total Cost of Ownership (TCO), Wowza Media Server makes Flash streaming affordable for organizations of all...

John Smith (generic name, you can choose your own) is a man in trouble. He’s lost everything he has in the Stock Market, his house is in danger of being washed away due to erosion. All he has is a life insurance policy. Depressed and despondent, he decide

linSmith is a Smith Charting program, mainly designed for educational use. As such, there is an emphasis on capabilities that improve the 'showing the effect of'-style of operation. Postscript output It's main features are: * Definition of multiple load impedances (at different frequencies) *...


Platforms: *nix, C/C++, BSD

I started with Adam Wyatt's FROG program (on this website) but added to it and edited it beyond recognition. I did, however, subtract one useful feature: This program, as written, is SHG-FROG and GRENOUILLE only!! (Adam Wyatt's program was more general.)--> The program "prepFROG" takes a raw...


Platforms: Matlab

This code optimises the parameters for the term structure of volatility (TSOV) applied to historical forward curves - see discussion in Harris in reference 1 below. TSOVs avaible are: TermType - 1 = sigma = A exp (-CT) - 2 = sigma = A exp (-CT) + D - 3 = sigma = (A + BT) exp (-CT) + DRequired...


Platforms: Matlab

3 .m files, 1) simulates a term structure using the vasicek model, 2-3) take this simulation and estimates the parameters of the model.If the implementation is good, the inputs should equal the outputs, run this 200 times.For details...


Platforms: Matlab

There are two issues with the Pearson type IV distribution: (I) the complex gamma function entering the normalization constant in the probability density function (pdf) and (II) the complex Gauss hypergeometric function entering the cumulative distribution function (cdf). For the complex gamma...


Platforms: Matlab

2 .m files, 3 xls files with data from German, US, UK zero coupon bonds.Files estimate the parameters on these bonds, the optimizer doesn't really work that well for this problem, so if some-one has a solution, please let me know.For details of methodology...


Platforms: Matlab

GRDWRITE2(X,Y,Z,'file.grd') will create a grid file containing the data in the matrix Z. X and Y should be either vectors with dimensions that match the size of Z or two-component vectors containing the max and min values for each. The file will be a COARDS-compliant NetCDF file, the standard...


Platforms: Matlab

SPREADSHEET2STRUCTURE Reads in a spreadsheet and converts it into a structure whos field names are taken from the column headers in the spreadsheet. USAGE: 1. Read in the file with XLSREAD 2. Pass the text component to SPREADSHEET2STRUCTURE along with the first column header 3....


Platforms: Matlab

3 .m files, 1) simulates a term structure using the CIR model, 2-3) take this simulation and estimates the parameters of the model.also includes a set of results, take mean() and std() of this to see how good the filter is.If the implementation is good, the inputs should equal the outputs, run...


Platforms: Matlab

This is a tidied up version of Adam Wilmer's Fourier-Mellin transform for simple image rotation, scale and translation. No GUI is included and some code is cribbed directly from his implementation. I'm totally new to Matlab, so please excuse any coding faux-pas I have committed here.


Platforms: Matlab

This paper outlines a methodology for calibrating the Schwartz-Smith two factor commodity pricing model across multiple commodities such that on the valuation date:1. The calibration produces simulations that are consistent with the current forward curve term structure2. The calibration produces...


Platforms: Matlab

This zip contains functions that allow- to draw random samples from any arbitrary bivariate Gamma distribution, with Gamma distributed marginals. The user should specify the shape and scale parameters of the marginals, as well as the linear correlation coefficient.The algorithm is based on...


Platforms: Matlab

This package computes the solution coefficients for the optimal linear quadratic monetary policy problem under discretion using the algorithm proposed by Richard Dennis in his article:"Optimal Policy in Rational Expectations Models: New Solution Algorithms" published in Macroeconomic Dynamics...


Platforms: Matlab

My dissertation for the MSc in Finance & Economics from Warwick Business SchoolYou can find the .pdf of the dissertation on SSRN: http://papers.ssrn.com/sol3/papers.cfm?abstract_id=1933936 The description of the submission is available on the forum Answers:...


Platforms: Matlab

Normalizes N-D vectors provided either in one matrix, or as multiple component matrices.NORMVEC normalize vector(s). NORMVEC computes the unit vectors in the direction of the vectors provided. It can process two types of arguments: 1) single matrix of vectors 2) multiple matrices of vector...


Platforms: Matlab

The iterated prisoner's dilemma (IPD) game has long been studied in game theory, economics, programming, decision theory and other fields. It is a 2-player scenario where each player must decide to either 'cooperate' or 'defect' in a sequence of games, and their respective choices determine the...


Platforms: Matlab

MiAD is a MATLAB based software program developed to design and analysis of an amplifier using its s-parameters. As a output it plots the input/output gain circle, Smith chart, k-factor and Gain distribution Table.


Platforms: Matlab

The code computes the exact eigenpairs of (1-3)D negative Laplacian on a rectangular finite-difference grid for combinations of Dirichlet, Neumann, and Periodic boundary conditions using explicit formulas fromhttp://en.wikipedia.org/wiki/Eigenvalues_a...cond_derivativeThe code can also compute...


Platforms: Matlab