Calculating Expected Return
The code is explained in the article P. Okunev, "A Fast Algorithm for Computing Expected Loan Portfolio Tranche Loss in the Gaussian Factor Model", LBNL-57676, 2005.http://www-library.lbl.gov/docs/LBNL/576/7.../LBNL-57676.pdfFuther refinments of this algorithm are descibed in Okunev, Pavel,...
Platforms: Matlab
License: Freeware | Size: 10 KB | Download (42): Fast Computation of the Expected Tranche Loss of CDO Credit Portfolio Download |
Simple VaR Calculator provides: - Evaluation of return distribution of single asset or portfolio of assets; - Volatility forecasts using moving average and exponential algorithm;- Value at Risk of single asset or portfolio measurement using parametric and historical simulation.- Historical data...
Platforms: Matlab
License: Shareware | Cost: $0.00 USD | Size: 20.48 KB | Download (43): riskcalc Download |
The specified intensity range is checked and return 1 if it comes
Platforms: Matlab
License: Shareware | Cost: $0.00 USD | Size: 10 KB | Download (39): red colour detection Download |
Given a nonnegative integer n, return the nth Lucas number. Return an error message if the argument is not an integer.
Platforms: Matlab
License: Shareware | Cost: $0.00 USD | Size: 10 KB | Download (39): Lucas.m Download |
no functions are called for calculating twiddle factors
Platforms: Matlab
License: Shareware | Cost: $0.00 USD | Size: 10 KB | Download (38): dif_fft Download |
MCG is a tool for doing in-place code generation. MCG is intended to provide the maximum traceability of generated code back to the Matlab code generator. MCG processes a source file looking for sections of specially tagged code. The tags that denote generation sections exist in comment...
Platforms: Matlab
License: Shareware | Cost: $0.00 USD | Size: 10 KB | Download (40): MCG - A Matlab Code Generation Engine Download |
Most of us, Matlab people are generating functions. Some of those functions are designed to work with a file (image, video, audio, data etcd-deTZ). And then, we need to apply it to another file, and another one. So we either do it manually, or we are writing a higher level function with a loop...
Platforms: Matlab
License: Shareware | Cost: $0.00 USD | Size: 10 KB | Download (46): Multi-tool- simply reuse your code over and over. Download |
Return a concatenation of multiple colon-intervals.User provides left, step, and right bound.>> mcolon([0 10],[1 2],[2 14])ans = 0 1 2 10 12 14
Platforms: Matlab
License: Shareware | Cost: $0.00 USD | Size: 20.48 KB | Download (38): Multiple-Colon Download |
The function BINOMIND does not use loops (apart from a redundant check) or division nor indeed factorials to generate the Binomial Coefficients (BCs). It simply constructs the lower-triangular Pascal matrix and does a simply lookup to get the desired BC.BINOMIND is much faster than NCHOOSEK at...
Platforms: Matlab
License: Shareware | Cost: $0.00 USD | Size: 10 KB | Download (43): Find and return Binomial Coefficients (BCs) in a matrix up to N Download |
Note that this function do not return EIGEN VECTORS.This function is faster than looping on EIG when eigenvalues must be computed for a large number of matrices. The test shows it can speed up by 10 times
Platforms: Matlab
License: Shareware | Cost: $0.00 USD | Size: 10 KB | Download (45): Multiple eigen-values for 2x2 and 3x3 matrices Download |
It takes parts of incoming vector that above threshold and return cell array of parts.
Platforms: Matlab
License: Shareware | Cost: $0.00 USD | Size: 10 KB | Download (39): Threshold detector Download |
Advance Resistance Calculator is a tool for calculating the resistances of four band and five band resistors. Basically it is built in GUIDE, which gives friendly user interface and enables the user to enter the resistance band values easily. Answer also includes the tolerance value of the...
Platforms: Matlab
License: Shareware | Cost: $0.00 USD | Size: 51.2 KB | Download (45): Advance Resistance Calculator Download |
The function OutcomeSequence.m solve brain teasers such as:1. You toss a coin, what is the expected number of tosses for you to get the sequence 'Tails-Heads-Tails' ?2. You throw a dice, what is the expected number of throws for you to get the sequence '1, 2, 3, 2, 1' ?3. You randomly hit your...
Platforms: Matlab
License: Shareware | Cost: $0.00 USD | Size: 10 KB | Download (40): Brain Teaser Solver Download |
Meanwhile ffndgrid only return density or sum of value function ("f") for each bins, in this version can now specify easily (by changing or adding code in correct place) any function you want to apply to "f". Min or max value for each bin is included.
Platforms: Matlab
License: Shareware | Cost: $0.00 USD | Size: 10 KB | Download (42): N-D customized gridding Download |
Nothing flash, just a simple helper function to return the current selection and selectionIndex from the specified listbox or popupmenu.
Platforms: Matlab
License: Shareware | Cost: $0.00 USD | Size: 10 KB | Download (39): GetCurrentValue Download |
function [x,y]=gpos(h_axes)%GPOS Get current position of cusor and return its coordinates in axes with handle h_axes% h_axes - handle of specified axes% [x,y] - cursor coordinates in axes h_aexs%% -------------------------------------------------------------------------% Note:% 1. This function...
Platforms: Matlab
License: Shareware | Cost: $0.00 USD | Size: 10 KB | Download (42): Trace the Position of Cursor without Click Download |
MySQL Paging is a simple class that can return a MySQL database query results for spliting into multiple pages given the maximum number of result rows to present on each page.Usage :- Create a class object with 3 arguments: MySQL SQL query, limit of records per page, MySQL connection handle-...
Platforms: PHP
License: Freeware | Size: 10 KB | Download (40): MySQL Paging Download |
SyStats, Real-time player ratings and statistics for Return to Castle Wolfenstein (RTCW) and Wolfenstein Enemy Territory (ET).
Platforms: PHP
License: Freeware | Size: 6.02 MB | Download (45): SyStats Download |
MySQL tables description generator can query the definition of a given MySQL database table and generate a PHP class with functions that return details about the table.Functions to return the name of the table and its field, are generated.
Platforms: PHP
License: Freeware | Size: 10 KB | Download (43): MySQL tables description generator Download |
This is a simple plugin which allows users to return an image from the related post.
Platforms: PHP
License: Freeware | Size: 10 KB | Download (42): Get Image from Post Download |