Derivatives

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,...

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

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

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

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

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

XDE's Spell Checker Server may be installed on NT IIS, Unix derivatives such as Linux and Solaris web sites, the spell checker Java applet and HTML only spell checker clients may be used by HTML and dynamic page(s) on multiple browser platforms. Our stand alone spell checker applet is ideal for...


Platforms: Windows, *nix

OilProp is designed to assess the core thermophysical properties of oil and its derivatives necessary to solve transportation and processing tasks, with the minimum volume of input data. It is based on regularities and statistics generally known in the area. OilProp solves the following tasks:...


Platforms: Windows

Produces stereoscopic graphs of mathematical functions or of approximations to their 1st and 2nd order partial derivatives. Most people are able to view these stereographs without any paraphernalia and feel a true three-dimensional effect. True depth perception is due to binocular vision and the...


Platforms: Windows

A handy, fast, reliable, precise tool if you need to find symbolic and numerical derivatives of standard functions. Derivative Calculator Level 1 is programmed in C#. All calculations are done in double floating data type. The calculator calculates derivatives of high orders of standard...


Platforms: Windows

A handy, fast, reliable, precise tool if you need to find symbolic and numerical derivatives of standard functions. Derivative Calculator Level 2 is programmed in C#. All calculations are done in double floating data type. The calculator calculates derivatives of high orders of standard...


Platforms: Windows

A handy, fast, reliable, precise tool if you need to find symbolic and numerical derivatives of standard functions. Derivative Calculator Real 27 is programmed in C#. All calculations are done in proprietary data type. The calculator calculates derivatives of high orders of standard functions...


Platforms: Windows

OpenDiscreteDynamicProgrammingTemplate project founds optimal constrainted parameters of a discrete controls with second order optimization template replacing Hessian with directional derivatives and backpropagation for digital filter(as neural network).. OpenDiscreteDynamicProgrammingTemplate:...


Platforms: *nix

Heirloom Development Tools package provides yacc, lex, m4, make, and SCCS as portable derivatives of the utilities released by Sun as part of OpenSolaris. The OpenSolaris utilities were in turn derived from the original Unix versions, and are assumed be conforming implementations of the POSIX...


Platforms: *nix

A handy, fast, reliable, precise tool if you need to find symbolic and numerical derivatives of standard functions. Derivative Calculator Real 36 is programmed in C#. All calculations are done in proprietary data type. The calculator calculates derivatives of high orders of standard functions...


Platforms: Windows