Carlo Option Com Ninjarsssyndicator
Function for pricing basket option using Monte Carlo Simulation. You can specify if you want an American option. For American options, it follows LMS algorithm. You can choose to specify Averaging date, Average Price, Average type etc. asianbasket.m and europeanbasket.m are the files for pricing....
Platforms: Matlab
License: Freeware | Size: 10 KB | Download (54): Pricing Basket Option Download |
Online Simulation of Brownian motion in 2d, 3d. Stock Simulation with EWMA, GARCH(1,1). One factor equilibrium interest rate model simulations, estimation and residual testing using Euler's appr. Monte Carlo option pricing with stochastic interest rates.
Platforms: Matlab
License: Shareware | Cost: $0.00 USD | Size: 10 KB | Download (42): Simulation of stochastic processes and parameter estimation of 1-F interest rate models Download |
JDprice.m : Compute European call option price using a Log-Uniform Jump-Diffusion model.Algorithm used: Monte Carlo with antithetic and control variates techniques.JDimpv : Compute the implied volatilities from the market values of European calls using a Log-Uniform Jump-Diffusion model. (the...
Platforms: Matlab
License: Freeware | Size: 10 KB | Download (43): Log-Uniform Jump-Diffusion Model Download |
An example to price an Arithmetic Average fixed strike Call option in the Black-Scholes framework using Monte Carlo Control Variate
Platforms: Matlab
License: Freeware | Size: 10 KB | Download (53): Asian Option - Pricing using Monte Carlo Control Variate Method Download |
This set of files show some of the principles of Monte Carlo simulations, applied in the financial industry. this is the content of the web seminar called "Simulations de Monte Carlo en MATLAB".The slides are in French and a copy in English is also availableYou will find here :* how to code your...
Platforms: Matlab
License: Freeware | Size: 399.36 KB | Download (55): Monte Carlo simulations using MATLAB Download |
Numerical integration with Monte Carlo method (on FPGA chip).Requirements:- Matlab/Simulink- Diamond IDE (3L)- FPGA Xilinx VIrtex II (SMT8036E) http://www.sundance.com/web/files/static.asp?pagename=uni_offer_1)- Visual Studio (Optional)- Xilinx System Generator (Recommended)- Xilinx ISE...
Platforms: Matlab
License: Freeware | Size: 20.57 MB | Download (50): NUMERICAL INTEGRATION WITH MONTE CARLO METHOD ON FPGA BOARD Download |
Compute European call option price using the Heston model and a conditional Monte-Carlo method [call_prices, std_errs] = Heston(S0, r, V0, eta, theta, kappa, strike, T, M, N)*******************************************************************************INPUTS: S0 - Current price of the underlying...
Platforms: Matlab
License: Freeware | Size: 92.16 KB | Download (41): Heston Option Pricer Download |
This GUI accepts the various constants needed to run a Black-Scholes calculation for pricing several European options:Put, Call, Straddle, Strangle, Bull Spread, Bear Spread, ButterflyIt plots the pricing surface for the appropriate option and then runs a number of Monte Carlo simulations (d
Platforms: Matlab
License: Freeware | Size: 20.48 KB | Download (47): Simple option pricing GUI Download |
As a coursework, we are required to price a double barriers knock-in binary put option. We used finite difference method in 24 ways and multinomial lattice in 12 ways. We also implemented analytic and Markov chain method. At the end, we compared these four methods and Monte Carlo method.In this...
Platforms: Matlab
License: Freeware | Size: 358.4 KB | Download (47): An Example of Markov Chain and multinominal option pricing Download |
This module adds a new node option Premium content along with core publishing options (Published, Promoted to front page, Sticky at top of lists).When a node is published as premium content, only users with proper privileges may view the full content of the node.Non-premium users can still access...
Platforms: PHP
License: Freeware | Size: 10 KB | Download (43): Node Option Premium Download |
The ActiveX/COM Inspector allows you to inspect and execute any ActiveX control. It works with controls and typelibs automatically showing the documentation associated with classes and members. Quickly find out how a control behaves using event logging, a visual design surface, method execution...
Platforms: Windows
License: Shareware | Cost: $19.95 USD | Size: 259 KB | Download (161): nogoop ActiveX/COM Inspector Download |
The Real Option Valuation model encompasses a suite of option pricing tools to quantify the embedded strategic value for a range of investment scenarios. Traditional discounted cash flow investment analysis will only accept an investment if the returns on the project exceed the hurdle rate....
Platforms: Windows
License: Freeware | Size: 143 KB | Download (425): Real & Strategic Option Valuation Download |
Advanced option calculator - powerful and unique tool for option traders. Major features: calculates the fair value of put and call options; calculate implied volatility; calculate greeks (Delta, Vega, Gamma, Theta); plots Profit & Loss graph of option position; calculates probability of the...
Platforms: Windows
License: Demo | Cost: $49.95 USD | Size: 600 KB | Download (615): Advanced Option Calculator Download |
MailMill COM is a component that allows easy email creation and sending. This component can be used by languages supporting COM objects, like Visual Basic, C++, Delphi and in scripting languages like VBScript and JScript.
Features:
Send HTML email with embedded images.
Send...
Platforms: Windows
License: Demo | Cost: $99.00 USD | Size: 1.15 MB | Download (107): MailMill COM Professional Download |
If you want to share COM devices over network and Internet use COM@nywhere.
COM@nywhere meets such needs as:
- Need to share com-device between many users
- Need to get remote access to serial equipment
- Need to accumulate data from multiple serial devices on 1 computer
- Need to get...
Platforms: Windows
License: Shareware | Cost: $59.00 USD | Size: 1.2 MB | Download (154): COM port sharing software - Com@nywhere Download |
COM API - virtual serial ports creation and management software.
What needs does COM API meet?
- Essentially reduces development efforts for creation of applications with virtual ports interaction
- Allows creating systems with legacy components which could transfer data only to serial port...
Platforms: Windows
License: Shareware | Cost: $590.00 USD | Size: 322 KB | Download (139): COM API Download |
HS COM is a software library (with full C source code) that allows a calling user application to access serial communication ports (COM devices) under 32-bit MS Windows operating systems. It allows to transmit data, receive data and control line signals (such as RTS and DTR).
HS COM library...
Platforms: Windows, Windows CE, Pocket PC
License: Demo | Cost: $99.00 USD | Size: 304.08 KB | Download (122): HS COM Download |
Serial Com Port Monitor displays, logs and analyzes all serial data exchange between serial devices and any application. This tool is ideal to monitor serial communication, all data that is sent to and received from serial RS232/422/485 port, all events that are sent to port by an application and...
Platforms: Windows, Windows 8, Windows 7
License: Shareware | Cost: $69.95 USD | Size: 4.57 MB | Download (364): Serial Com Port Monitor Download |
If you are a software developer or a hardware engineer, you may often face situations when you need information about the ability of communication ports on a typical end-user system to handle large flows of data. If looking for a reliable COM port testing and analysis tool, look no further than...
Platforms: Windows
License: Freeware | Size: 1.41 MB | Download (1518): COM Port Data Emulator Download |
The Real Option Valuation model encompasses a suite of option pricing tools to quantify the embedded strategic value for a range of financial analysis and investment scenarios. Traditional discounted cash flow investment analysis will only accept an investment if the returns on the project exceed...
Platforms: Windows, Mac
License: Shareware | Cost: $26.00 USD | Size: 151.37 KB | Download (181): Real Option Valuation Download |