Commodity Derivatives
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 |
These functions calculate fractional or complex order derivatives, when the order changes with time. Riemann-Liouville, Caputo and GrdoDsnwald-Letnikoff definitions are provided; the three variations considered by Lorenzo and Hartley are considered. Fuzzy supervised implementations in Simulink,...
Platforms: Matlab
License: Freeware | Size: 143.36 KB | Download (46): Variable Order Derivatives Download |
for derivatives calculation use, a chinese book----I wrote.
Platforms: Matlab
License: Freeware | Size: 614.4 KB | Download (50): Calculation for Derivatives, CN version Download |
The proposed algorithm is based on nonlinear derivatives to automatically select the best edge information. This algorithm can replace the classical derivative with the following benefits:- univocal edge localization for synthetic and real images- noise reduction with no regularization: the noise...
Platforms: Matlab
License: Freeware | Size: 10 KB | Download (49): Edge detection by nonlinear derivatives Download |
Let's Trade Futures - Try your skills at trading commodity futures with this simulated electronic broker. This program is intended as a training aid and basic price-charting package. It provides an easily understood method of learning trading techniques. Simulated market results are presented on...
Platforms: Windows
License: Freeware | Size: 1.95 MB | Download (432): Let's Trade Futures Download |
Automatic differentiation is a technique for computing the derivatives of a function using the chain rule. Matlab objects make it easy to implement automatic differentiation. Note that this package is implemented in a rather old version of Matlab. You may need to edit it for newer versions.An...
Platforms: Matlab
License: Freeware | Size: 51.2 KB | Download (44): Automatic Differentiation with Matlab Objects Download |
slkbuild is a script inspired by makepkg from Arch which greatly simplifies the package building process in Slackware and derivatives. It parses an easy to create SLKBUILD meta-file and from that creates a conventional build script that follows all of the slackware packaging standards that can be...
Platforms: *nix
License: Freeware | Size: 81.92 KB | Download (37): slkbuild Download |
Perform Technical Analysis in Excel with Tulip Cell, the free technical analysis add-in for Excel!
With Tulip Cell, you can quickly and easily do technical in any Excel spreadsheet. Tulip Cell is good for doing technical analysis on stock market data, Forex data, options and derivatives,...
Platforms: Windows, Windows 8, Windows 7, Windows Server
License: Freeware | Size: 447 KB | Download (50): Tulip Cell Download |
OpenDiscreteDynamicProgrammingTemplate project founds optimal constrainted parameters of a discrete controls with second order optimization template replacing Hessian with directional derivatives and backpropagation for digital filter(as neural network).. OpenDiscreteDynamicProgrammingTemplate:...
Platforms: *nix
License: Freeware | Size: 2.1 MB | Download (97): OpenDDPT Download |
Heirloom Development Tools package provides yacc, lex, m4, make, and SCCS as portable derivatives of the utilities released by Sun as part of OpenSolaris. The OpenSolaris utilities were in turn derived from the original Unix versions, and are assumed be conforming implementations of the POSIX...
Platforms: *nix
License: Freeware | Size: 378.88 KB | Download (96): Heirloom Development Tools Download |
TA-Lib provides common functions for the technical analysis of stock/future/commodity market data. TA-Lib can be reused by trading software developers using Excel, .NET, Java, Perl or C/C++.. Technical analysis open-source software library to process financial data. Provides RSI, MACD,...
Platforms: *nix
License: Freeware | Size: 3.8 MB | Download (219): TA-Lib : Technical Analysis Library Download |
Courier mail transfer agent (MTA) is an integrated mail/groupware server based on open commodity protocols, such as ESMTP, IMAP, POP3, LDAP, SSL, and HTTP. Courier provides ESMTP, IMAP, POP3, webmail, and mailing list services within a single, consistent, framework. Individual components can be...
Platforms: *nix
License: Freeware | Size: 6.4 MB | Download (100): Courier Download |
Streamline is a high-speed networking subsystem for commodity operating systems. It increases performance by moving processing tasks to the fastest location. Streamline supports in-kernel execution, but also dedicated hardware (NICs) and even remote machines. An implementation of Streamline for...
Platforms: *nix
License: Freeware | Size: 839.68 KB | Download (108): Streamline Download |
formVista is an open-source dual-licensed PHP component framework for the rapid creation of advanced business web applications that run in commodity hosting environments. formVista purpose is to help web development companies do more, faster, with less staff. The framework implements the...
Platforms: *nix
License: Freeware | Size: 2.4 MB | Download (100): formVista 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 |
SmoothWall is a best-of-breed Internet firewall/router, designed to run on commodity hardware, and to give an easy-to-use administration interface to those using it. Built using open source and Free software, it's distributed under the GNU Public Licens
Platforms: *nix
License: Freeware | Size: 105.62 MB | Download (45): SmoothWall Download |
Commodity class to facilitate interaction between MATLAB and Bitplane Imaris via COM or ICE interface.
Platforms: Windows, Mac
License: Freeware | Size: 25.21 KB | Download (43): ImarisConnector Download |
A suicidally ambitious cross-platform reimplementation of UnrealEd and its derivatives.
Platforms: Windows, Mac, BSD, Linux
License: Freeware | Size: 25.63 KB | Download (54): Seppuku Download |
LIFFE is the leading international derivatives business of the NYSE Euronext Group, the transatlantic exchange formed in 2007.InstallationUnpack in your modules folder (usually /sites/all/modules/) and enable under Administer > Site Building > Modules. Requirements: - Drupal 5.x
Platforms: Windows, Mac, *nix, PHP, BSD Solaris
License: Freeware | Download (54): Euronext.LIFFE Daily Information Sheets 5.x- Download |
LIFFE is the leading international derivatives business of the NYSE Euronext Group, the transatlantic exchange formed in 2007.InstallationUnpack in your modules folder (usually /sites/all/modules/) and enable under Administer > Site Building > Modules. Requirements: - Drupal 5.x
Platforms: Windows, Mac, *nix, PHP, BSD Solaris
License: Freeware | Download (55): Euronext.LIFFE Daily Information Sheets 5.x- Download |