Monte Carlo Methods In Finance

The STP XY Model program implements a Monte Carlo simulation of the planar ferromagnet or XY Model of spins on a lattice. The simulation returns the configuration of spins with the option of showing the vortices. The default system is a lattice of linear dimension L = 20 at temperature T = 0.89....

Findates is a python package for dealing with dates in finance. It provides functionality to do day counting in various conventions, business day rolling rules, creating holiday calendars, routines for calculation of Easter and other religious holidays, routines for calculation of holidays...

A zip file containing the examples that were used in the webinar: "Teaching and Research of Computational Finance with MATLAB"Including:* GUI for pricing an options via CRR tree* Script for priocing via Finitie differences* GUI for pricing via the Monte Carlo method of Longstaff and Schwartz*...


Platforms: Matlab

Finance Explorer Portable is personal finance software compatible with MS Money and Quicken downloads so you can download your transactions from almost any bank. Never have to type them in. Finance Explorer Portable will enable you to download transactions. The software includes an intuitive...


Platforms: Windows

Finance helps you to keep track of your bank accounts and manage your budget. Key features include: • Manage your accounts: Keep track of your checking, savings and credit card accounts. • Create a budget: Set up funds and assign rules that deduct an amount or percent from your...


Platforms: Mac

The Hardy Weinberg equilibrium is a fundamental law in genetic.This function was deeply rewrited.If a locus is biallelic the function use the exact Hardy Weinberg test (similar to Fisher exact test) analyzing all possible tables. If you download TERNPLOT functions (ID:2299) the function plots a...


Platforms: Matlab

MATLAB in Physics is a four lecture series in MATLAB that is offered to first year physics undergraduate students.This lecture shows how to use MATLAB to fit experimental data such as that obtained in undergraduate physics experiments. Non-linear fitting to a more complicated model function is...


Platforms: Matlab

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...


Platforms: Matlab

Chi-square tests of homogeneity and independence.Computes the P-value for I x J - table row/col independence.Ref.: DeltaProt toolbox at http://services.cbu.uib.no/software/deltaprot/Input:X: data matrix (I x J -table) of the observed frequency cells.method: 'RC': Read-Cressie power divergence...


Platforms: Matlab

A collection of M-Files that provide a succesful implementation of the difficult problem of numerical computation of multivariate normal probabilities. This is very useful for the distributed detection with nuisance parameters and in classical multivariate problems. Two methods are used for which...


Platforms: Matlab

Play 11 popular and unique solitaire card games in the free verson of BigPatience! Additional features: customizing solitaires rules, multi-level undo, restarting the game, saving unfinished games, selectable decks and backs of cards, game statistics, the detailed help. Games included:...


Platforms: Windows

Is a cross-platform software package for econometric analysis, written in the C programming language. It is free, open-source software. You may redistribute it and/or modify it under the terms of the GNU General Public License (GPL) as published by the Free Software Foundation. Features Easy...


Platforms: Windows

This submission includes functions and scripts for the estimation and simulation of ACD (autoregressive conditional duration) models. The zip file includes: - Scripts and functions for Estimation of an ACD(q,p) model with exponential or weibull distribution- Scripts and functions for Simulation...


Platforms: Matlab

MATLAB in Physics is four lecture series in MATLAB that is offered to first year physics undergraduate students. The aim of this lecture series is to introduce students to computational methods in MATLAB to solve problems arising in physics that cannot be solved analytically. No prior knowledge...


Platforms: Matlab

MATLAB in Physics is a four lecture series in MATLAB that is offered to first year physics undergraduate students. This lecture shows how to use MATLAB to simulate physical systems using a range of methods. Projectile motion is analysed using the Symbolic Math Toolbox, then more complicated...


Platforms: Matlab

These routines support the book "Risk and Asset Allocation" Springer Finance, by A. Meucci, see http://www.symmys.comThe routines include many new features:- more uni-, multi- and matrix-variate distributions- more copulas- more graphical representations- more analyses in terms of the...


Platforms: Matlab

cThis lecture investigates the underlying linear algebra that forms the basis of MATLAB. Aly Kassam is the author of this lecture, it is being submitted under Matt McDonnell's name solely to fit it in with the rest of the lectures. The aim of this lecture series is to introduce students to...


Platforms: Matlab

Retrieves the Diebold-Mariano test statistic (1995) for the equality of forecast accuracy of two forecasts under general assumptions.The function also corrects for the autocorrelation that multi-period forecast errors usually exhibit. Note that an efficient h-period forecast will have forecast...


Platforms: Matlab

In order to run this m-file it is necessary to download the fractrimmeanfile you can find in the URL address:http://www.mathworks.com/matlabcentral/fil...53-fractrimmeanThe bootstrap is a way of estimating the variability of a statistic from a single data set by resampling it independently and...


Platforms: Matlab

This software allows you perform six degree of freedom simulations of High Power Rocket (HPR) and model rocket flights. Parachute descent is also simulated. 3D flight trajectories are produced as well as detailed tabular flight data. Running in Monte Carlo mode allows generates multiple possible...


Platforms: Mac