Commodity Derivatives

CapeTools QuantTools Developer (C++, java, .NET, ActiveX) is a financial instrument modelling toolkit. The libraries contain more than 2100 functions used for managing, pricing and risk management of financial derivatives.Over 120 categories of financial functions are supported :Markets (Indexes,...

A Zip file containing the examples that were used in the MathWorks webinar: "Pricing Derivatives Securities using MATLAB".Highlights:* Pricing a portfolio of vanilla options using Black-Scholes, a Binomial Tree and Monte Carlo simulation.* Pricing exotic options using the implied trinomial tree...

These functions calculate fractional or complex order derivatives, when the order changes with time. Riemann-Liouville, Caputo and GrdoDsnwald-Letnikoff definitions are provided; the three variations considered by Lorenzo and Hartley are considered. Fuzzy supervised implementations in Simulink,...


Platforms: Matlab

for derivatives calculation use, a chinese book----I wrote.


Platforms: Matlab

This function gets the 1st derivatives of a vector V with two boundariesInput:V = the input vector, 1D datadelta_x = delta xINDstart = first indexINDend = last indexOutput:VDx = 1st derivative of V with respect to x


Platforms: Matlab

The proposed algorithm is based on nonlinear derivatives to automatically select the best edge information. This algorithm can replace the classical derivative with the following benefits:- univocal edge localization for synthetic and real images- noise reduction with no regularization: the noise...


Platforms: Matlab

Introduction----------------This code simulates commodity spot prices using the Clewlow and Strickland one factor daily spot model using a Monte Carlo approach. The derived stochastic differential equations (SDEs) are solved using several finite difference schemes.The paper detailing the...


Platforms: Matlab

PP = PCHIPD(X,Y,D) provides the piecewise cubic polynomial which interpolates values Y and derivatives D at the sites X. This is meant to augment the built-in Matlab function PCHIP, which does not allow the user to specify derivatives.X must be a vector.If Y and D are vectors, then Y(i) and D(i)...


Platforms: Matlab

The function gets the 2nd derivatives of a vector with two finite boundariesThe function gets the 2nd derivatives of a vector with two finite boundaries.function V2ndDx = get_V2ndDx(V,delta_x,INDstart,INDend)Input:V = the input vector, 1D datadelta_x = delta xINDstart = first indexINDend = last...


Platforms: Matlab

Let's Trade Futures - Try your skills at trading commodity futures with this simulated electronic broker. This program is intended as a training aid and basic price-charting package. It provides an easily understood method of learning trading techniques. Simulated market results are presented on...


Platforms: Windows

E-Futures International is an easy to use application that handles all of the complexities associated with commodity futures trading and order management, from streaming quotes and charts to full communication with our trade desk. Experience one-click order placement from the DOM, free live...


Platforms: Windows

New Life Time Commodity future Mcx/Ncdex and Shares Nse/Bse/FO Back office accounting software at affordable price.


Platforms: Windows

Technical Analysis Software India: VOGAZ- A Technical Analysis Tool and Charting Software for Stock, Forex & Commodity Market Investors and Traders. VOGAZ gives you The Technical Analysis of Equities and Derivatives (Futures and Options) of National Stock Exchange of India NSE, Bombay Stock...


Platforms: Windows

Automatic differentiation is a technique for computing the derivatives of a function using the chain rule. Matlab objects make it easy to implement automatic differentiation. Note that this package is implemented in a rather old version of Matlab. You may need to edit it for newer versions.An...


Platforms: Matlab

Interpolates a tridimensional function and calculates a parabolic approximation to first and second derivatives at the interpolation points.


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

slkbuild is a script inspired by makepkg from Arch which greatly simplifies the package building process in Slackware and derivatives. It parses an easy to create SLKBUILD meta-file and from that creates a conventional build script that follows all of the slackware packaging standards that can be...


Platforms: *nix

Created by a Harvard lawyer/CPA/investor, Speculator is a uniquely sophisticated and realistic trading simulation/game that lets you have fun trading stocks and bonds (including convertible bonds), put and call options, and commodity futures. (Caution: Highly addictive. You may also grow...


Platforms: Windows, Windows 8, Windows 7, Windows Server

Perform Technical Analysis in Excel with Tulip Cell, the free technical analysis add-in for Excel! With Tulip Cell, you can quickly and easily do technical in any Excel spreadsheet. Tulip Cell is good for doing technical analysis on stock market data, Forex data, options and derivatives,...


Platforms: Windows, Windows 8, Windows 7, Windows Server

Powerful but easy-to-use graphing, curve fitting and calculating software. Graphs Cartesian (Y(x) and X(y)), polar and parametric functions, graphs of tables, equations (implicit functions), inequalities and slope fields. Up to 100 graphs in one window. Calculus features: regression analysis,...


Platforms: Windows