Steve Ross Arbitrage Pricing Theory

To walk through the code and for a thorough description, refer toA. Meucci (2009) , "Review of Statistical Arbitrage, Cointegration, and Multivariate Ornstein-Uhlenbeck",Latest version of article and code available at http://symmys.com/node/132

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

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

Functions for Information theory, such as entropy, mutual information, KL divergence, etcThis toolbox contains functions for discrete random variables to compute following quantities:1)Entropy2)Joint entropy3)Conditional entropy4)Relative entropy (KL divergence)5)Mutual information6)Normalized...


Platforms: Matlab

Computing the main parameters of a Water wave, using the small amplitude wave theory.Inputs: d = water deep (m) H = wave height (m) T = wave period (s) z = depth below the SWL (m) anitime = time animation (s)Outputs: k = wave number sigma = Frecuency L = wave length C = wave phase velocity Cg =...


Platforms: Matlab

Function for pricing basket option using Monte Carlo Simulation. You can specify if you want an American option. For American options, it follows LMS algorithm. You can choose to specify Averaging date, Average Price, Average type etc. asianbasket.m and europeanbasket.m are the files for pricing....


Platforms: Matlab

A .zip file contains MATLAB scripts and data that were used in the webinar "Using MATLAB to Develop Asset-Pricing Models". The slides from the webinar are also included. The scripts examine the Fama & French model for a number of companies with recent IPOs to examine short-term pricing anomalies...


Platforms: Matlab

Techniques from information theory are usual for the selection of variables in time series prediction or pattern recognition. These tasks involve, directly or indirectly, the maximization of the mutual information between input and output data. However, this procedure requires a high...


Platforms: Matlab

WordPress Pricing Table plugin will help the admin to publish pricing table on WordPress page or post content. WordPress Pricing Table plugin has full featured but easy to use administration option to create pricing table. Use simple short-code [ahm-pricing-table id=999] (999=use any table id...


Platforms: Matlab

General project informationAllows users with a "manage prices" role to specify per product price adjustments base on either user or role based rules.This price adjustment can be a specic price, a amount offset, or a percentage offset from the original price of the base product (not attribute...


Platforms: PHP

An interactive, simple Swing-based demo of Signal Detection Theory in psychology. Built for Cornell University's Department of Psychology at the request of Dr James Cutting.


Platforms: Mac

Instant Quote Professional is a feature-rich Pricing / Estimating application designed for Any business that requires quotes and invoices. Instant Quote Pro takes the burden out of quoting and invoicing and allows you to easily create quotes in seconds! With this software, you will be highly...


Platforms: Windows, Windows 7, Windows Server

Compare the content of 2 drives or folders, and generate a report showing all the defects that in your destination directory or drive. Works on hard disks, diskettes, Zip drives, Jaz drives, magneto-optical drives, CD drives and the like. Suitable for beginners as well as advanced users! If...


Platforms: Windows

Steve's Advanced IE info is a browser toolbar that allows web page developers to test their scripts. It will log page load times, ping times and errors. Log and view advanced HTTP or SSL server requests and replies. Including cookies and form POSTS. View advanced server info of any site you...


Platforms: Windows

Learn all scales, intervals, triads to 13th chords, cadences, borrowed chords and secondary dominants. Learn the pop chords in 'real' books and sheet music, all with immediate feedback and scoring.The Help file is a complete music theory book. Answer questions by clicking the screen keyboard....


Platforms: Windows

FXChaos is a risk management tool designed for currency traders but can be used with any market. Money management is one of the most important aspects of day trading and this program uses Chaos Theory to model different bottom line possibilities using past performance data. Input % of past...


Platforms: Windows

Graph Magics - an Ultimate tool for graph theory. Containing a numerous collection of functions and utilities it offers you the possibility of easy, fast and efficient construction and modification of graphs. Some of the best things of this program are the graph generator tool and the possibility...


Platforms: Windows

The Palette - Melody Composing Tool is software that helps when composing melodies. The program uses the theory of composition and the theory of harmony. It operates by helping the composer to develop phrases, sentences, periods and motives. The methods of motive development include...


Platforms: Windows

SmartFolio is a state-of-the-art asset management software for investment professionals and private investors. It contains advanced portfolio optimization and risk management techniques, based on the latest achievements in portfolio theory. The software combines highly advanced and innovative...


Platforms: Windows

Easy to advanced ear training, sight singing, and music theory exercises.Uunlimited, graduated (easy to advanced), chord, pitch, interval, rhythmic dictation and music theory exercises with instant feedback, immediate scoring, and self testing. These programs develop the 'ear' and theoretical...


Platforms: Windows, Other