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Implied Gamma software
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Implied Gamma

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Added: June 03, 2013 | Visits: 385

damped simle pendulum after downloadingto run program, enter damping(r,R,h,l,m)m=mass of bobh=height to which bob is thrownl=damping factor(i.e gamma=(l/2m))r=length of pendulmr=radius of bobenter ur values...for programm..enjoy...



Platforms: Matlab

License: Freeware Size: 10 KB Download (46): damped simle pendulum Download

Added: April 23, 2013 | Visits: 363

Geodesic solver The program is an ordinary m-filethe matrix g(*,*) can be used to punch in the metric values in terms of symbolic variables x1,x2,x3,x4(co-ordinate axes)The program first computes the Affine connection(Christoffel symbols) stored in Gamma matricesThese are then used to construct and solvegeodesic...





Platforms: Matlab

License: Freeware Size: 10 KB Download (48): Geodesic solver Download

In sample Value at Risk and backtesting with the Pearson type IV distribution There are two issues with the Pearson type IV distribution: (I) the complex gamma function entering the normalization constant in the probability density function (pdf) and (II) the complex Gauss hypergeometric function entering the cumulative distribution function (cdf). For the complex gamma...


Platforms: Matlab


Random number generation from an arbitrary log-concave generalized pdf Program "rand_log_concave.m" generates random numbers from an arbitrary log-concave generalized pdf (i.e., a pdf known up to its normalization constant). The log of the pdf must be concave. In particular, the program can be used to generate random numbers efficiently from truncated log-concave...


Platforms: Matlab

License: Shareware Cost: $0.00 USD Size: 10 KB Download (42): Random number generation from an arbitrary log-concave generalized pdf Download

Added: April 06, 2013 | Visits: 466

Design Pattern: Singleton (Creational) Intent: Ensures a class only has one instance and provide a global point of access to it [1].Motivation: It's important for some classes to have exactly one instance. For example, it can be desirable to have only a single instance of a GUI. With a MATLABdlT« GUIDE built GUI, the driver or main...


Platforms: Matlab

License: Freeware Size: 40.96 KB Download (43): Design Pattern: Singleton (Creational) Download

Added: May 18, 2013 | Visits: 553

Black-Scholes Call and Implied Vol functions call: function to calculate BS call pricecall_vega: BS call vega (i.e. partial derivative of call with respect to vol)Phi: normal cdfPhiPrime: normal pdfimpvol: finds vol given a call pricedemo: a script demonstrating the impvol functiond1 and d2 are auxiliary functionsNOTE: the impvol function...


Platforms: Matlab

License: Freeware Size: 10 KB Download (46): Black-Scholes Call and Implied Vol functions Download

Added: May 18, 2013 | Visits: 366

PlotMeTheGreeks A useful tool built to help the user gain an intuitive feel for option pricing and the greeks.Allows the user to create a portfolio of options (and thus straddles, strangles, butterflies and anything else you fancy can be easily created using the GUI).Once this is done, the user can plot the...


Platforms: Matlab

License: Shareware Cost: $0.00 USD Size: 20.48 KB Download (46): PlotMeTheGreeks Download

Evaluation of the Laplace transform of the Pareto distribution LAPLACEOFPARETO evaluates the Laplace-Stietljes transform (LST) of the Paretodistribution with parameters a and b. Specifically, this function evaluatesthe LST E[exp(-sX)] of a random variable $X$ which has Pareto distribution$F(x)=1-frac{b^a}{(b+x)^a}$, where s>0, a>0, b>0. The formula used...


Platforms: Matlab

License: Shareware Cost: $0.00 USD Size: 10 KB Download (45): Evaluation of the Laplace transform of the Pareto distribution Download

Added: August 11, 2013 | Visits: 344

gaussmult In mathematics, the multiplication theorem is a certain type of identity obeyed by many special functions related to the gamma function. For the explicit case of the gamma function, the identity is a product of values; thus the name. The various relations all stem from the same underlying...


Platforms: Matlab

License: Shareware Cost: $0.00 USD Size: 10 KB Download (48): gaussmult Download

Added: June 03, 2013 | Visits: 352

ToleranceFactor ToleranceFactor computes the exact tolerance factor k for the two-sided (optionally also for the one-sided) p-content and gamma-confidence tolerance interval TI = [Xmean - k * S, Xmean + k * S],where Xmean = mean(X), S = std(X), X = [X_1,...,X_n] is a random sample from the distribution...


Platforms: Matlab

License: Shareware Cost: $0.00 USD Size: 10 KB Download (46): ToleranceFactor Download

Added: July 15, 2013 | Visits: 562

Johnson curve fitting Implements Carnegie-Mellon STATLIB/Applied Statistics AS-99 for fitting Johnson curve pdfs and developed by:Hill, I.D., R. Hill, and R.L. Holder, 1976. Algorithm AS 99: Fitting Johnson Curves by Moments, Applied Statistics, Vol. 25, No. 2,...


Platforms: Matlab

License: Shareware Cost: $0.00 USD Size: 10 KB Download (51): Johnson curve fitting Download

Added: August 08, 2013 | Visits: 344

PhotonAttenuation 2 Package PhotonAttenuation2 provides set of functions for modeling of photons (x-ray, gamma-ray, etc.), passing through different materials. The tools are based on attenuation and energy absorption coefficients of photons in various materials. The tables of absorption coefficients were copied from...


Platforms: Matlab

License: Shareware Cost: $0.00 USD Size: 184.32 KB Download (43): PhotonAttenuation 2 Download

Added: July 25, 2013 | Visits: 299

Log Factorial of Large Positive Numbers Matlab doesn't provide the values of n! when n>170, but this code can evaluate the logarithm of of n! with absolute accuracy of 1e-12 or better, and relative accuracy of 1e-15 or better. The following codes employ Stirling's integration formula of Gamma function.


Platforms: Matlab

License: Shareware Cost: $0.00 USD Size: 10 KB Download (44): Log Factorial of Large Positive Numbers Download

Added: May 11, 2013 | Visits: 218

Intensityadjust INTENSITYADJUST launches an interactive, uicontrolled figure for use with the Image Processing Toolbox function IMADJUST. The class support for the input argument is the same as that for imadjust.The function will display a two versions of the input image. The version of the left will be the...


Platforms: Matlab

License: Shareware Cost: $0.00 USD Size: 10 KB Download (44): Intensityadjust Download

Added: July 20, 2013 | Visits: 278

ERYX XCM ERYX is a flexible, fast and easy-to-use XML content management system with a whole bunch of integration opportunities for XHTML, Flash, InDesign, PDF, and any web-based software that makes excessive use of XML-files.ERYX is fully driven by a native XML database.It is written in PHP and uses...


Platforms: PHP

License: Shareware Cost: $0.00 USD Size: 286.72 KB Download (43): ERYX XCM Download

Added: April 04, 2013 | Visits: 433

WP Admin Microblog WP Admin Microblog adds a seperate microblog in your WordPress backend. The plugin transforms automatically urls to links, supports tagging and some bbcodes and it's possible to send a message via e-mail to other users. Now, with the new dashboard widget, you can read, respond, edit and delete...


Platforms: PHP

License: Freeware Size: 10 KB Download (47): WP Admin Microblog Download

Added: September 11, 2013 | Visits: 354

DSLR Log2Video The DSLR Log2Video FxPlug is a Final Cut Pro 7 and Final Cut Pro X plugin that transforms the "flat" gamma curve of CineStyle??a*zNz material to a Rec.709 gamma curve. Therefore, you can work with material recorded in Technicolor's CineStyle??a*zNz picture profile with Canon DLSRs directly in...


Platforms: Mac

License: Shareware Cost: $0.00 USD Size: 2.72 MB Download (35): DSLR Log2Video Download

Added: June 18, 2013 | Visits: 427

Alexa Look2Video The Alexa Look2Video FxPlug is a Final Cut Pro 7 and Final Cut Pro X plugin that transforms the "flat" gamma curve of Log-C material to a Rec.709 gamma curve. During that process the color processing can be influenced with printer lights and CDL-style controls called "ARRI Looks" for creative...


Platforms: Mac

License: Shareware Cost: $0.00 USD Size: 2.85 MB Download (42): Alexa Look2Video Download

Added: September 07, 2013 | Visits: 429

JES Extensifier Extensions serve to encode interlace, scale (pixel aspect ratio), clipping and gamma. This application lets you inspect and set these properties on a file, a group of files or a folder. For professional use create presets and watch folders.


Platforms: Mac

License: Shareware Cost: $0.00 USD Size: 706.56 KB Download (52): JES Extensifier Download

Added: July 26, 2013 | Visits: 278

PermissionKit A very simple framework for creating permission objects and using them in authorization checks. PermissionKit - A very simple framework for creating permission objects and using them in authorization checks. Copyright (C) 2009 This program is free software: you can redistribute it and/or...


Platforms: Mac

License: Shareware Cost: $0.00 USD Size: 983.04 KB Download (37): PermissionKit Download

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