Finite Difference Matlab

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...

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...

* DerApproximator is a small yet important package for getting/checking derivatives via finite-difference approximation, extracted from OpenOpt framework to be standalone Python module. It is required by FuncDesigner (for obtaining derivatives of oofuns beyond standard set without routines to...


Platforms: Mac

Matlab files include Gaussian numerical quadrature, Newton's method for finding roots, finite element method for 1D wave equation, and pattern formation (KPP anda system of two coupled PDEs).


Platforms: Matlab

Free Finite Element Package is a modular collection of C libraries which contain numerical methods required when working with linear and quadratic finite elements in two dimensions. FFEP works on GNU/Linux and is portable to every system where MEML (i.e. LAPACK and BLAS) are available. The goal...


Platforms: *nix

Visual difference metrics can predict whether differences between two images are visible to the human observer or not. Such metrics are used for testing either visibility of information (whether we can see important visual information) or visibility of noise (to make sure we do not see any...


Platforms: *nix

The package includes five versions, which are designed to work with MATLAB R14 on either Linux or Windows.InstallationRun the m-file with the main file name to start the GUI Key features "Matlab GUI for Polhemus Digitizer": - polgui_ver1_r14 : works with 1 receiver (stylus pen) -...


Platforms: Windows, *nix, Matlab,

This script shows a Finite State Machine (FSM) that can be used for small parsing tasks. The code is quite simple. The bulk of it is comments. In addition to state this FSM also maintains a user defined "something". This "something" is effectively memory, so this FSM could be considered a...


Platforms: Windows, Mac, *nix, Python, BSD Solaris

A sequence of examples is provided that demonstrate how S-parameter measurements can be made and utilized to design a radio frequency amplifier.An HP (now Agilent) 8505A system controlled by MATLAB is used to characterize a bipolar transistor in terms of its S-parameters. These measurements are...


Platforms: Matlab

VIDEO TUTORIAL: Serial communication (TX and RX) using SERIAL Matlab function. For Bluetooth and RS-232 devices applications. (Narration in Spanish).


Platforms: Matlab

If you need to access a remote machine from your Matlab session (for near-real time data transfer etc...) this set of functions allows you to programmatically send a single command and obtain the return values as a cell array.Added SFTP function that is compatible with this library. Changed to...


Platforms: Matlab

C-Library & Matlab Toolbox implement a numerical solution of Poisson equationdiv(e*grad(u))=ffor Cartesian 1D, Cartesian 2D and axis-symmetrical cylindrical coordinates with respect to steeply varying dielectrical permittivity e.Library uses regular rectangular grid with mixed boundary...


Platforms: Matlab

This file is for begainers, who wanted to learn the MATLAB in short duration of time.


Platforms: Matlab

The attached zip file contains the slides, MATLAB M-files, and Simulink models that were used in the Fixed-Point Programming in MATLAB webinar from December 8, 2005 by Tom Bryan. The recorded webinar is linked off of the Fixed-Point Toolbox web page


Platforms: Matlab

A GENERALAZED CONVOLUTION COMPUTING CODE IN MATLAB WITHOUT USING MATLAB BUILTIN FUNCTION conv(x,h)


Platforms: Matlab

Includes webinar slides as a PDF file together with a MATLAB script and a Simulink model to demonstrate filter design, implementation and HDL code generation capabilities with MATLAB, Simulink and featured toolboxes


Platforms: Matlab

Digital Signal Processing: Principles and Applications examples and exercises using MATLAB Companion S


Platforms: Matlab

M-files accompanying the " Genetic Algorithms & New Optimization Methods in MATLAB " webinar.These files provide what you need to run the two demos: Optimization of non-smooth objective function, and Optimization of a random stochastic objective function.To run the first demo run the file...


Platforms: Matlab

This submission contains the demo files used in the Global Optimization with MATLAB webinar: http://www.mathworks.com/wbnr43346MultStart Demos * Peaks Minimization * Nonlinear Curve FittingGlobalSearch Demos * Peaks Minimization * Volumentric Efficiency MaximizationSimulated Annealing Demos *...


Platforms: Matlab

The current submission illustrates a way to use the popular open source arduino boards with MATLAB illustrating the capabilities of data acquisition and visualization in real time .The Arduino Demilanove based on the ATMEGA 328 is used to send a series of time series through the serial interface...


Platforms: Matlab