Binomial
The EJS Binomial Distribution Model calculates the binomial distribution. You can change the number of trials and probability. You can modify this simulation if you have Ejs installed by right-clicking within the plot and selecting "Open Ejs Model" from the pop-up menu item. The Binomial...
Platforms: Mac
License: Freeware | Size: 81.92 KB | Download (37): Binomial Distribution Model Download |
It can perform a one or two sided test.The script outputs the probability of observing the resulting value of "s" or "a" value, given "n" total outcomes with a probability of success of "p".
Platforms: Matlab
License: Freeware | Size: 10 KB | Download (46): Binomial Test Script Download |
It can perform a one or two sided test.The script outputs the probability of observing the resulting value of "s" or "a" value, given "n" total outcomes with a probability of success of "p". Requirements: - MATLAB 7.8 or higher - MATLAB Statistics Toolbox
Platforms: Windows, Mac, *nix, Matlab, BSD Solaris
License: Freeware | Download (62): Binomial Test Download |
The Real Option Valuation model encompasses a suite of option pricing tools to quantify the embedded strategic value for a range of investment scenarios. Traditional discounted cash flow investment analysis will only accept an investment if the returns on the project exceed the hurdle rate....
Platforms: Windows
License: Freeware | Size: 143 KB | Download (425): Real & Strategic Option Valuation Download |
libcontain library provides a large and growing number of fast and thread-safe containter objects written in C and C++. The libcontain library now provides the following container types: - a series of hash tables libcontain includes the hash table implementation from GNU glib and a hash...
Platforms: *nix
License: Freeware | Size: 378.88 KB | Download (93): libcontain 0.2 Download |
A real-time generalized financial derivatives calculator supporting over 136+ theoretical models from open source libraries. Matrices of prices are created with iterating strikes and/or months. A strike control system can produce any strike. A generalized date engine can calculate re-occuring...
Platforms: Windows
License: Freeware | Size: 6.3 MB | Download (121): OptionMatrix Download |
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
License: Freeware | Size: 327.68 KB | Download (43): Pricing Derivatives Securities using MATLAB Download |
fxoptions( S0, X, rd, rf, T, vol, style)Valuation of European and American call and put options on foreign exchange using Garman-Kohlhagen model.European option prices are given by an exact formula (Garman-Kohlhagen).American option prices are approximated using both binomial and trinomial...
Platforms: Matlab
License: Freeware | Size: 10 KB | Download (47): Foreign Exchange Options Download |
This file generates a matrix of 'n' (rxc) random numbers (0's & 1's) with a binomial distribution (randomized binomial matrix). The parameter 'p' is the probability associated to get ones [P(x=1) = p]. The matrix generated can be squared (r==c) or not (r~=c).It needs to input r-matrix rows,...
Platforms: Matlab
License: Freeware | Size: 10 KB | Download (41): matrandbin Download |
This free option pricing calculator can be used to calculate: Call Price, Put Price, Gamma, Delta, Theta, Vega, Implied Volatility. Calculator can use three option pricing models to caculate prices: Black-Scholes Option price, Binomial American option price and Binomial European option price
Platforms: Windows
License: Freeware | Size: 2.06 MB | Download (1132): Option Pricing Calculator Download |
This aims to supply a Borland Delphi translation of Alan Miller's Random Module for FORTRAN-90. This translation has been done with Dr Miller's approval and is being made FREELY available to all Delphi Developers, though we do ask the Alan Miller and ESB Consultancy be given due credit....
Platforms: Windows
License: Freeware | Size: 341 KB | Download (498): AMRandom Download |
Math::CDF is a Perl module to generate probabilities and quantiles from several statistical probability functions. SYNOPSIS use Math::CDF; $prob = &Math::CDF::pnorm(1.96); if( not defined($z = &Math::CDF::qnorm(0.975)) ) { die "qnorm() failed"; } or use Math::CDF qw(:all); $prob =...
Platforms: *nix
License: Freeware | Size: 65.54 KB | Download (129): Math::CDF Download |
gjrand is a programmer's library for pseudo-random numbers. gjrand library includes random number generator testing code and is intended for simulation, games, and "Monte-Carlo" algorithms. It produces pseudo-random numbers of the types: uniform integers, uniform reals, normally distributed...
Platforms: Mac
License: Freeware | Size: 122.88 KB | Download (101): Gjrand Download |
GO::TermFinder is a Perl module that can identify GO nodes that annotate a group of genes with a significant p-value. This package is intended to provide a method whereby the P-values of a set of GO annotations can be determined for a set of genes, based on the number of genes that exist in the...
Platforms: *nix
License: Freeware | Size: 860.16 KB | Download (101): GO::TermFinder Download |
Math::NumberCruncher Perl module contains a collection of useful math-related functions. SYNOPSIS It should be noted that as of v4.0, there is now an OO interface to Math::NumberCruncher. For backwards compatibility, however, the previous, functional style will always be supported. # OO...
Platforms: *nix
License: Freeware | Size: 81.92 KB | Download (101): Math::NumberCruncher Download |
Math::BigInt::Calc is a pure Perl module to support Math::BigInt. SYNOPSIS Provides support for big integer calculations. Not intended to be used by other modules. Other modules which sport the same functions can also be used to support Math::BigInt, like Math::BigInt::GMP or...
Platforms: *nix
License: Freeware | Size: 194.56 KB | Download (102): Math::BigInt::Calc Download |
Math::BigInt is an arbitrary size integer/float math package. SYNOPSIS use Math::BigInt; # or make it faster: install (optional) Math::BigInt::GMP # and always use (it will fall back to pure Perl if the # GMP library is not installed): # will warn if Math::BigInt::GMP cannot be found...
Platforms: *nix
License: Freeware | Size: 194.56 KB | Download (89): Math::BigInt Download |
The application loads microarray data (gene expression ratios) and determines which genes are up- or downregulated by a user-defined ratio cut-off level.
For each experiment, lists of differentially expressed genes are computed. Every list will be compared to every other list, and the number of...
Platforms: Windows
License: Freeware | Download (436): Venn Mapper Download |
A Java package that provides routines for various statistical distributions. Based on R version 2.14.1. The major difference is that JDistlib is thread safe. The library contains the density (pdf), cumulative (cdf), quantile, and random number generator (RNG) routines of the following...
Platforms: Windows, Mac, Linux
License: Freeware | Size: 148.74 KB | Download (46): JDistlib Download |
The NVIDIA GPU Computing SDK provides hundreds of code samples, white papers, to help you get started on the path of writing software with CUDA C/C++, OpenCL or DirectCompute. The SDK code samples covers a wide range of applications and techniques, including: Simple techniques demonstrating...
Platforms: Mac
License: Freeware | Size: 138.73 MB | Download (47): GPU Computing SDK Download |