Download Shareware and Freeware Software for Windows, Linux, Macintosh, PDA

line Home  |  About Us  |  Link To Us  |  FAQ  |  Contact

Serving Software Downloads in 976 Categories, Downloaded 29.630.512 Times

Pricing American Options 1.0

  Date Added: September 03, 2013  |  Visits: 222

Pricing American Options

Report Broken Link
Printer Friendly Version


Product Homepage
Download (18 downloads)



A zip file containing the examples that were used in the webinar: "Teaching and Research of Computational Finance with MATLAB"Including:* GUI for pricing an options via CRR tree* Script for priocing via Finitie differences* GUI for pricing via the Monte Carlo method of Longstaff and Schwartz* Functions to implement all three methods

Requirements: No special requirements
Platforms: Matlab
Keyword: Carlo Computational Differences Examples Finance Finitie Functions Implement Longstaff Method Methods Monte Options Priocing Quotteaching Research Schwartz Script Webinar
Users rating: 0/10

License: Shareware Size: 71.68 KB
USER REVIEWS
More Reviews or Write Review


PRICING AMERICAN OPTIONS RELATED
Communication  -  3D-SPIHT 1.0
These functions implement the 3D SPIHT algorithm, used for the compression of 3d wavelet coefficients. Such 3d wavelet coefficients are produced during the coding of video sequences.
10 KB  
Libraries  -  WordNet::Similarity::PathFinder 1.04
WordNet::Similarity::PathFinder is a Perl module to implement path finding methods (by node counting) for WordNet::Similarity measures of semantic relatedness. SYNOPSIS use WordNet::QueryData; my $wn = WordNet::QueryData->new; use...
645.12 KB  
Security Tools  -  Kryptographie 0.2.1
Kryptographie is a student project to implement historic encryption methods. It has a linux style command line interface. This project will also include the notes for my talk I'll hold on cryptography in school. (in German).
525.96 KB  
Utilities  -  Programmable Scientific Calculator&plotter 1.9
Part of the code is written by Peter Olson on codeproject.com. This is a programmable scientific calculator with functionalities of 2D-plotting, Solving Quartic(or lower) functions, Newton's method, dealing with Complex numbers. "People who...
512 KB  
Productivity  -  Awesome Logo 1.0.0.2
Awesome Logo is a Programming Learning app along with Turtle Graphics which is a vector based drawing tool. Logo provides the control to the functions and procedures while Turtle provides an interactive output of the script. Both the features...
1024 KB  
Multimedia  -  GUI Examples using Nested Functions 1.0
These two examples, which were originally posted in the MATLAB newsgroup comp.soft-sys.matlab, demonstrate how to use the nested function capability of MATLAB 7.0 (R14) and later versions to reduce the number of parameters that need to be passed...
10 KB  
Development Tools  -  Optimal Monetary Policy under Discretion 1.0
This package computes the solution coefficients for the optimal linear quadratic monetary policy problem under discretion using the algorithm proposed by Richard Dennis in his article:"Optimal Policy in Rational Expectations Models: New Solution...
10 KB  
Mathematics  -  special-functions 1.1
The special function calculator is a double interpreter specialized in the mathematical special functions : Gamma, Bessel, Airy, Exponential integral, Clausen, Rieman Zeta, Hurwitz zeta etc... The first interpreter is a command line interpreter...
1.14 MB  
Mathematics  -  Special functions calculator 1.1
The special function calculator is a double interpreter specialized in the mathematical special functions : Gamma, Bessel, Airy, Exponential integral, Clausen, Rieman Zeta, Hurwitz zeta etc... The first interpreter is a command line interpreter...
1.14 MB  
Network & Internet  -  xajax 0.5 Beta 3
xajax project is an open source PHP class library for easily creating powerful PHP-driven, web-based AJAX Applications. Using xajax, you can asynchronously call PHP functions and update the content of your webpage without reloading the page....
68.61 KB  
NEW DOWNLOADS IN SCRIPTS, DEVELOPMENT TOOLS
Scripts  -  Freelancer Script 5.05
Main Features: 100% Secured. Email Support (3 Years). FREE Updates (3 Years). Post projects. Featured projects. Private projects. Sealed projects. Edit/delete projects. Select freelancers....
5.49 MB  
Scripts  -  B2B Script 4.20
Main Features: 100% Secured. Email Support (3 Years). FREE Updates (3 Years). Sign-up Account (Registration of account). Lead generation tools (for the sellers). Email verification to...
5.49 MB  
Scripts  -  B2C Script 5.06
Main Features: 100% Secured. Email Support (3 Years). FREE Updates (3 Years). The script comes with totally editable site colors, icons and graphics Multilevel categories allows extensive browsing Admin can change Category ordering or...
5.49 MB  
Scripts  -  Social Networking Script 2.86
Main Features: 100% Secured. Email Support (3 Years). FREE Updates (3 Years). Registration with name, email, password, date of birth etc. User can add multiple school, college, university with start...
5.49 MB  
Scripts  -  Business Networking Script 8.04
Main Features: 100% Secured. Email Support (3 Years). FREE Updates (3 Years). Ajax based interface. Profile creation. Different types of profile. Profile for jobseekers, employers and employed...
5.49 MB  
Development Tools  -  VMP Viewer 1.0
This is a very rudimentary tool to visualize the VMP files generated by BrainVoyager. Useful to share files with people who do not have BV.
10 KB  
Development Tools  -  Sending reports and timestamped file by emailing 1.0
main executing reference usage:[1] usage_send_mail.mIllustrates email sending with multiple separate files or single timestamped tar file. Attachment failure is properly handled, with continuation of report emailing without the attachment.[2]...
768 KB  
Development Tools  -  IrisMVC 2.0 rc1
IrisMVC is an OOP PHP framework that developers can use as a strong and secure foundation to build on various web applications following the Model-View-Controller (MVC) pattern. It provides the basic functionality developers need, without...
51.2 KB  
Development Tools  -  7-Zip for Script 4.42
7-Zip is a file archiver with a high compression ratio.Features:- High compression ratio in new 7z format with LZMA compression- Supported formats:- Packing / unpacking: 7z, ZIP, GZIP, BZIP2 and TAR- Unpacking only: RAR, CAB, ISO, ARJ, LZH, CHM,...
624.64 KB  
Development Tools  -  Barnardextest 1.0
This file, as the Fisher's exact test, performs the exact probability test for a table of frequency data cross-classified according to two categorical variables, each of which has two levels or subcategories (2x2). It is a non-parametric...
10 KB