American option pricing 1.0

Date Added: June 27, 2013 | Visits: 512

Report Broken Link
Printer Friendly Version

Product Homepage
Download (60 downloads)

American option pricing using CRR method with tree outputImprovement: Programme runs slow as time steps (not recommended for time step>50)

Requirements: No special requirements

Platforms: Matlab

Keyword: Improvement, Method, Option, Output, Pricing, Programme, Recommended, Step, Steps

Users rating: 0/10

License: Shareware

Size: 10 KB

USER REVIEWS

More Reviews or Write Review

AMERICAN OPTION PRICING RELATED

Modules - Xoom Payment Transfer 1.0 Add Xoom wire payment transfer on your payment method option
Development Tools - American put option pricing 1.0 CRR method with tree outputTrial on pricing American option using CRR methodDrawback: Programme takes long time to run if time step is large, any comment or improvement is welcome	10 KB
Networking - MSN-Notifier 2.2 This is a wordpress plugin, which help those who don't want to give up MSNSpace. This plugin hooks onto the publish action of a post, so that whenever you publish a post in your wordpress, a notification containing the title, a teaser of the post...	10 KB
Database Tools - MySQL Backup Tool 1.0 MySQL Backup is written in Perl. It uses mysqlshow to grab the database names and "show tables" to grab the table names for a user's account, and then uses mysqldump to save the data in a subdirectory named in the script. It then tars and gzips...
Development Tools - DFP quasi Newton method 1.0 The script quasi_newton_dfp.m optimizes a general multi variable real valued function using DFP quasi Newton method. During the iterations if optimum step length is not possible then it takes a fixed step length as 1. For the theory any good book...	10 KB
Development Tools - Steepest descent method 1.0 The script steepestdescent.m optimizes a general multi variable real valued function using steepest descent method. During the iterations if optimum step length is not possible then it takes a fixed step length as 0.001. For the theory any good...	10 KB
Development Tools - RKN1210 - A 12th/10th order Runge-Kutta-Nystrom integrator 1.0 RKN1210 12th/10th order Runge-Kutta-Nystrom integratorRKN1210() is a 12th/10th order numerical integrator for ordinary differential equations of the form y'' = f(t, y) (1)with initial conditions y(t0) = y0, y'(t0) = yp0 (2)This second-order...	20.48 KB
Development Tools - Golden_section_update 1.0 This Golden Section is one of the optimization method. This method can be updated in each step for each variables.Sometime this method is used to more accuracy so the time is used more.	10 KB
Multimedia - Image Rotation GUI 1.0 User interface for the IMROTATE function from the Image Processing Toolbox. User can specify angle, interpolation method, and output image size using the GUI and see a preview image of the results.	10 KB
Networking - WordPress Related Posts 1.1.1 WordPress Related Posts Plugin will generate a related posts via WordPress tags, and add the related posts to feed.Installation: 1. Upload the folder WPRP to the /wp-content/plugins/ directory 2. Activate the plugin through the 'Plugins' menu in...	10 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 - Aml2CHM 3.50 Those who use the popular Aml Pages text editor might be looking out for a way of generating help files from their text and notes. Aml2CHM is a plug-in that was developed to offer people a quick and efficient way of converting Aml Pages documents...	549.99 KB
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

Windows Software	BeOS Software
Macintosh Software	Linux Software
PDA Software	OS/2 Software
Mobile Software	Scripts