Cox Ross Rubenstein

Be an instant stock options expert! How do we know if stock options - or currency options - are overpriced or underpriced? If you can answer that question then you can consistently buy stock options that are underpriced, or consistently sell options that are overpriced ... without special...

Function CIRPATH simulates a discretely-sampled path of a Cox-Ingersoll-Ross process.Please see CIRPATHDEMO, by following link 'Published m-files' below.

The code performs a version of two tailed Cox-Stuart test. It tests the null hypothesis of trend absence in the vector V, against the alternative of trend.The result of the test is returned in H = 1 indicates a rejection of the null hypothesis at the alpha significance level. H = 0 indicates a...


Platforms: Matlab

Helps choose a Box-Cox power transformation for a multivariate linear regression.Assume you are looking at the residuals of [b,bint,r] = regress(y,X) and it seems a transformation is in place. Use:boxcoxlm(y,X) to find the best lambda for a Box-Cox power transformation (y^lambda, or log(y) for...


Platforms: Matlab

An addictive free Golf Putting game. Up to 4 players can play over the Internet!


Platforms: Windows, Mac, Linux, Linux Open Source, Java

Inspired by the desolate grandeur and stunning history of Antarctica, Star Mountain Studios has created a challenging puzzle game based at the South Pole. The main character featured in the game is Samantha Bloodworth, a reporter sent to the pole to cover studies being done on robots destined to...


Platforms: Windows

"The Art of Michael Cox: A CloudEight Screen Saver" "....His talent combines the power of innocence and the magic of wonder in ways that transport us to places we have never been, yet recognize immediately, for the emotional connection they spark; suggesting that we may have visited these worlds...


Platforms: Windows

Haunted Halloween email stationery based on illustrations by Dennis Cox features a fun variety of email stationery! Selections include Witch, Pumpkin Spook, Happy Drac and many others. Easy three step instructions for using with your email!. Self installing files make Cloudeight stationery easy...


Platforms: Windows

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

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

- Plot arithmetic and geometric Brownian motions- Plot Brownian bridges, 2D and 3D Brownian motions- Plot some random paths for the the interest spot rate: The two models you can chose from are the Vasicek and the Cox- Ingersoll-Ross (CIR) models


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

PickStock (copyright 2003, Bell Software and Services, Inc.) uses principal components analysis to search out potentially underpriced stocks by analyzing a user-supplied database of historical stock prices. The program is believed to be an implementation of what is known in the financial market...


Platforms: Windows

Antarctica, where blue ice sparkles like diamonds. Chill out on an iceberg. Meditate on ice formations and the light show of the Midnight sun. See sun halos, arcs and sundogs. Catch a glimpse of seals and penguins. This is the last frontier on earth. This vast frozen continent, three times larger...


Platforms: Windows

With StatPlus 2006, one gets a robust suite of statistics tools and graphical analysis methods that are easily accessed though a simple and straightforward interface. The range of possible applications of StatPlus 2006 is virtually unlimited - sociology, financial analysis, biostatistics,...


Platforms: Windows

BioStat - user-friendly biology and medicine oriented statistical software. With BioStat 2007, one gets a robust suite of statistics tools and graphical analysis methods that are easily accessed though a simple and straightforward interface. While BioStat 2007 is aheavy-duty biology and medicine...


Platforms: Windows

With StatPlus 2007, one gets a robust suite of statistics tools and graphical analysis methods that are easily accessed though a simple and straightforward interface. The range of possible applications of StatPlus 2007 is virtually unlimited - sociology, financial analysis, biostatistics,...


Platforms: Windows

StatPlus Professional is a powerful and flexible program which processes data to make statistical analyses from them. One of the main advantages is that it is completely standardized. In other words, businesses that must work with ISO standards (like ISO2602:1980, ISO 2854:1976, ISO 3207:1975,...


Platforms: Windows

With StatPlus 2008, one gets a robust suite of statistics tools and graphical analysis methods that are easily accessed though a simple and straightforward interface. The range of possible applications of StatPlus 2008 is virtually unlimited - sociology, financial analysis, biostatistics,...


Platforms: Windows

With StatPlus 2009, one gets a robust suite of statistics tools and graphical analysis methods that are easily accessed though a simple and straightforward interface. The range of possible applications of StatPlus 2009 is virtually unlimited - sociology, financial analysis, biostatistics,...


Platforms: Windows