Pricing Model Excel Sample
A graphing calculator implementation of the Black-Scholes Option Pricing Model, with extensions for both American Style Options and Extreme Value Theory.
Platforms: Windows, Mac, Linux
License: Freeware | Size: 506.72 KB | Download (61): Chicago Option Pricing Model Download |
Option Calculator - calculates the value of put and call options (The Black-Scholes Option Pricing Model), calculates implied volatility and greeks (Delta, Vega, Gamma, Theta). You can see graph of option position (buy call or buy put).
Platforms: Windows
License: Freeware | Size: 500 KB | Download (384): Option Calculator Download |
Option Calculator - calculates the value of put and call options (The Black-Scholes Option Pricing Model), calculates implied volatility and greeks (Delta, Vega, Gamma, Theta). You can see graph of option position (buy call or buy put).
Platforms: Windows
License: Freeware | Size: 500 KB | Download (180): SQL Examiner 2008 Download |
Statmetrics is a free cross-platform software application providing an integrated solution for analysis and modelling of financial markets. Statmetrics combines innovative quantitative finance technology's with the traditional technical and econometric analysis methods.
Statmetrics can be...
Platforms: Windows, Mac, *nix, Java,Other
License: Freeware | Size: 585.94 KB | Download (143): Statmetrics Download |
phpbb-Auction is a free auction-system which can be used as an add-on for the phpBB-community-software. phpbb-Auction has been programmed style and lanaguage independet to run on every phpbb-Board and with any language. Features:Blocks - Ticker - Calendar - Special Offers - Auction Rooms - Search...
Platforms: Windows, Mac, *nix, PHP, BSD Solaris
License: Freeware | Download (57): phpbb-Auction Download |
This is a free sample add-in (ready to install and use) that adds a number of useful features to Microsoft Excel, including advanced options for Excel styles, merging cells and special paste options.
The add-in is based on the innovative Add-in Express technology and gives you an example of...
Platforms: Windows
License: Freeware | Size: 452.99 KB | Download (210): Add-in Express Toys for VSTO and Excel Download |
This is a free sample COM add-in (ready to install and use) that adds a number of useful features to Microsoft Excel, including advanced options for Excel styles, merging cells, aligning text and special paste options.The add-in is based on the advanced Add-in Express technology and is designed...
Platforms: Windows
License: Freeware | Size: 788.48 KB | Download (56): Add-in Express Toys for Excel and .NET Download |
This is a MATLAB Excel Builder demo. This demo shows how you can compile a MATLAB code into an Excel based COM component and use the same in an Excel Visal Basic environment. The example used in this demo is the simulation of a bouncing ball using MATLAB ODE solvers.Download the exe (zip archive)...
Platforms: Matlab
License: Freeware | Size: 215.04 KB | Download (43): Excel Builder Demo: Bouncing Ball Demo using ODE Solvers Download |
Query-Oriented Model for XML is a lightweight XML processing framework for Java that promotes the use of XPath instead of Java code for consuming XML. The resulting code from Query-Oriented Model for XML, is simple and expressive with no meaningless objects and no meaningless parameters - just...
Platforms: *nix
License: Freeware | Size: 10.24 KB | Download (93): Query-Oriented Model for XML 0.1 Download |
Frontline Systems developed the original Solver for Excel on both Macintosh and Windows. For many years, we've offered Solver upgrades for Windows users, that have gotten more and more powerful over time -- but we haven't been active on the Mac. We're now applying more development resources to...
Platforms: Mac
License: Freeware | Download (87): Solver for Excel Download |
The IEEE Multipath Channel block simulates an indoor UWB channel as described in "A Channel Model for Ultrawideband Indoor Communications" by J.R. Foerster, M. Pendergrass and A.F. Molisch, November 2003, and attempts to incorporate the processes used in their MATLAB scripts.The discrete input is...
Platforms: Matlab
License: Freeware | Size: 10 KB | Download (48): UWB channel model Download |
I wrote this code because I wanted to incorporate a new distribution in the model, not availiable in Matlab or OxMetrics. In this sample the input is a return series, it uses a Garch(1,1) model with a constant in mean in the returns, and calculates the maximum likelihood estimator (mle) for the...
Platforms: Matlab
License: Freeware | Size: 10 KB | Download (44): In sample value at risk and backtesting 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 |
To test al model, with real data it can be useful to pick a smaller sample out of a bigger dataset.An other application could be to decide how small a random sample should be to see if the process is working property
Platforms: Matlab
License: Freeware | Size: 10 KB | Download (40): samplepick Download |
obj = findInstrument('STR') returns an interface object to an instrument whose model name, vendor name or VISA resource matches any part of the string STR. findInstrument requires the Instrument Control Toolboxd-OC?D? and a VISA adaptor, and currently only works with USB and GPIB instruments....
Platforms: Matlab
License: Freeware | Size: 10 KB | Download (47): findInstrument - Find and connect to instruments using the model or manufacturer name Download |
The EJS Radioactive Decay Distribution Model simulates the decay of a radioactive sample using discrete random events. It displays the distribution of the number of events (radioactive decays) in a fixed time interval. If each event is assumed to occur independently and spontaneously with a...
Platforms: Mac
License: Freeware | Size: 1.1 MB | Download (35): Radioactive Decay Distribution Model Download |
The EJS Radioactive Decay Model simulates the decay of a radioactive sample using discrete random events. It displays the number of radioactive nuclei as a function of time. You can change the initial number of nuclei and the decay constant as well as changing the plot to a semi-log plot. The...
Platforms: Mac
License: Freeware | Size: 1.1 MB | Download (37): Radioactive Decay Model Download |
The Point Charge Forces in One-Dimension model investigates the electric force that one charged particle exerts on another. It is a very simple representation that promotes understanding of Coulomb's Law in three ways: First, students can set the amount of charge on each particle and view vector...
Platforms: Mac
License: Freeware | Size: 1.37 MB | Download (40): Point Charge Forces in 1D Model Download |
The Three State Nuclear Decay model extends the Two State Nuclear Decay model to simulate the radioactive decay of atomic nuclei in which the parent nucleus first decays into an intermediate state before decaying into a stable state. Although the decay of both the parent and intermediate nucleus...
Platforms: Mac
License: Freeware | Size: 921.6 KB | Download (35): Three State Nuclear Decay Model Download |
The EJS Radioactive Decay Events Model simulates the decay of a radioactive sample using discrete random events. It displays the number of events (radioactive decays) as a function of time in a given time interval. You can change the initial number of nuclei, the decay constant and the time...
Platforms: Mac
License: Freeware | Size: 1.43 MB | Download (35): Radioactive Decay Events Model Download |