Carlo Option Com Ninjarsssyndicator
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
License: Freeware | Size: 10 KB | Download (54): Pricing Basket Option Download |
JDprice.m : Compute European call option price using a Log-Uniform Jump-Diffusion model.Algorithm used: Monte Carlo with antithetic and control variates techniques.JDimpv : Compute the implied volatilities from the market values of European calls using a Log-Uniform Jump-Diffusion model. (the...
Platforms: Matlab
License: Freeware | Size: 10 KB | Download (43): Log-Uniform Jump-Diffusion Model Download |
An example to price an Arithmetic Average fixed strike Call option in the Black-Scholes framework using Monte Carlo Control Variate
Platforms: Matlab
License: Freeware | Size: 10 KB | Download (53): Asian Option - Pricing using Monte Carlo Control Variate Method Download |
This set of files show some of the principles of Monte Carlo simulations, applied in the financial industry. this is the content of the web seminar called "Simulations de Monte Carlo en MATLAB".The slides are in French and a copy in English is also availableYou will find here :* how to code your...
Platforms: Matlab
License: Freeware | Size: 399.36 KB | Download (55): Monte Carlo simulations using MATLAB Download |
Numerical integration with Monte Carlo method (on FPGA chip).Requirements:- Matlab/Simulink- Diamond IDE (3L)- FPGA Xilinx VIrtex II (SMT8036E) http://www.sundance.com/web/files/static.asp?pagename=uni_offer_1)- Visual Studio (Optional)- Xilinx System Generator (Recommended)- Xilinx ISE...
Platforms: Matlab
License: Freeware | Size: 20.57 MB | Download (50): NUMERICAL INTEGRATION WITH MONTE CARLO METHOD ON FPGA BOARD Download |
Compute European call option price using the Heston model and a conditional Monte-Carlo method [call_prices, std_errs] = Heston(S0, r, V0, eta, theta, kappa, strike, T, M, N)*******************************************************************************INPUTS: S0 - Current price of the underlying...
Platforms: Matlab
License: Freeware | Size: 92.16 KB | Download (41): Heston Option Pricer Download |
This GUI accepts the various constants needed to run a Black-Scholes calculation for pricing several European options:Put, Call, Straddle, Strangle, Bull Spread, Bear Spread, ButterflyIt plots the pricing surface for the appropriate option and then runs a number of Monte Carlo simulations (d
Platforms: Matlab
License: Freeware | Size: 20.48 KB | Download (47): Simple option pricing GUI Download |
As a coursework, we are required to price a double barriers knock-in binary put option. We used finite difference method in 24 ways and multinomial lattice in 12 ways. We also implemented analytic and Markov chain method. At the end, we compared these four methods and Monte Carlo method.In this...
Platforms: Matlab
License: Freeware | Size: 358.4 KB | Download (47): An Example of Markov Chain and multinominal option pricing Download |
This module adds a new node option Premium content along with core publishing options (Published, Promoted to front page, Sticky at top of lists).When a node is published as premium content, only users with proper privileges may view the full content of the node.Non-premium users can still access...
Platforms: PHP
License: Freeware | Size: 10 KB | Download (43): Node Option Premium 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 |
If you are a software developer or a hardware engineer, you may often face situations when you need information about the ability of communication ports on a typical end-user system to handle large flows of data. If looking for a reliable COM port testing and analysis tool, look no further than...
Platforms: Windows
License: Freeware | Size: 1.41 MB | Download (1518): COM Port Data Emulator Download |
Loosing folder option from the tools menu is a common problem in windows operating system which is done by virus.If your folder option disappears from the tools menu Ogni Folder Option Fixer is the just tool for you to restore your folder option .Ogni Folder Option Fixer can get back Your Folder...
Platforms: Windows
License: Freeware | Size: 307 KB | Download (128): Ogni Folder Option Fixer Download |
Monte Carlo eXtreme, otherwise kown as MCX, is a Monte Carlo simulation tool for time-resolved photon transport in 3D turbid media.
It uses Graphics Processing Units (GPU) based massively parallel computing techniques and is extremely fast compared to the traditional single-threaded CPU-based...
Platforms: Windows
License: Freeware | Download (469): Monte Carlo eXtreme Download |
Hew Toolchain Option Converter is an easy to use application that was designed in order to provide you with a simple means of converting options for high-performance Embedded Workshop Toolchain.
Platforms: Windows, Windows Vista, 7, 7x64
License: Freeware | Download (49): Hew Toolchain Option Converter Download |
General SQL Parser COM version is valuable because it provides an in-depth and detailed analysis of SQL scripts for various databases, including Oracle, SQL Server, DB2, MySQL and Access.
Without a complete query parser like this, such a task will be impossible. You now have the chance to fully...
Platforms: Windows
License: Freeware | Download (58): General SQL Parser COM Download |
Emulator/Simulator Debugger Customizing Kit PDSDK COM Kit may be used to create customized windows for the M3T-PDxx and M3T-PDxxSIM debuggers, and can be linked with other applications.
The M3T-PDxx and M3T-PDxxSIM debuggers that support the PDSDK COM kit have a special interface, known as COM,...
Platforms: Windows, Windows Vista, 7
License: Freeware | Download (63): Emulator/Simulator Debugger Customizing Kit PDSDK COM Kit Download |
This option allows you, via your store admin area, to attach an alternative page for customers to be offered when they hit the Dreaded - Product Not Found - message.This is configurable on a per Product basis.
Platforms: Windows, *nix, PHP, BSD
License: Freeware | Download (56): Product Not Found - Link Option Download |
This is an embarrassing simple hack of the Store Pickup Module originally by dion and mike to allow local delivery to be an option in the customer's Shipping Selections. It allows a store customer to request local delivery and allows you, as store owner, to set a Delivery Charge for this service....
Platforms: Windows, *nix, PHP, BSD
License: Freeware | Download (52): Local Delivery Option Download |
Simply set the sort order for the option values in admin. Every product with attributes will reflect the sort order in the option values dropdown box on the product page.
Platforms: Windows, *nix, PHP, BSD
License: Freeware | Download (58): Sort Option Values Module Download |
Remove the subscribe to Newsletter drop down option from the create account page. Its simple, just remove a part of code from the create_account.php
Platforms: Windows, *nix, PHP, BSD
License: Freeware | Download (58): Remove Newsletter option Download |