Option Pricing Models

Models! is a flexible diagramming tool. It doesn’t force you to follow strict, often useless rules for creating your models. Instead, it focuses on providing simplicity and beauty to the software design activity. Models features post-it notes, grids and alignment tools, coloring, formatting and...

This Drupal module can be used in two separate ways. You are using a reference field such as node_reference but have a few options that you'd like to trim out of the list. You want to dynamically trim options out of a select list based on the option chosen in a parent select box, achieving a...

This contrib works on product_info.php - I only use it where I've had different products on one page due to photo limitations (pre-printed catalog). I can't guarantee that it does anything other than print the actual price of items in the pull down, where they are different to the listed...


Platforms: Windows, *nix, PHP, BSD

Purpose: 1) To allow quantity based pricing per product2) To allow the ability to sell a product in lots of # quantity only.This particular contribution allows these settings for each customer group. The changes and line numbers mentioned assume you have the files of SPPC 4.0/4.1 installed.


Platforms: Windows, *nix, PHP, BSD

This script allows you to jump to any value in a drop down list.In this example, it searches for a value between 'a1' and 'a15'. It saves time when it comes to navigating within long pul saves tinus.


Platforms: JavaScript

This file contains a set of 3D models with the following characteristics: p: nx3 array of 3D points t: ntx3 array of triangles id. First points flagged as 1. tnorm: ntx3 arrays normals of triangles with outward orientation.You can use this package to test your algorithms.Models can be dowloaded...


Platforms: Matlab

Hidden Markov models are used to describe the "stepping" behavior of molecular motors, as measured by single-molecule fluorescence techniques. Our HMM implementation is more versatile than the one described by Milescu, et al. Biophys. J. 91:3135-3150 and can be used as a "blind" step detector or...


Platforms: Matlab

The attached script and document help you to remove any Release 11 DSP Blockset blocks from your SimulinkdlT« models. The R11 libraries containing these blocks will no longer be shipped with Signal Processing Blocksetd-OC?D? starting with Release 2007a. If you plan to continue using these...


Platforms: Matlab

This submission provides functions (and examples scripts) for estimation, simulation and forecasting of a general Markov Regime Switching Regression. Features of the package:- Support for univariate and multivariate models.- Support of any number of states and any number of explanatory...


Platforms: Matlab

Step 1: Find flow direction (find min. potential of all adjacent cells)Step 2: Follow flow direction to sum the cumulative # cells flowing into a given "minimum" cell.Step 3: Find the maximum likely channel location in each E-W direction for a given number of channels.NOTE: The user should make...


Platforms: Matlab

- This demo supports R2006a -> R2010aSimulink plant and controller models are used with LEGO's latest high-tech robot (ARM-based LEGO Mindstorms NXT) to illustrate industrial application of Model-Based Design with Production Code Generation. Take note of the model architecture and component...


Platforms: Matlab

This project deals with the translation of a Simulink models to SpecC specificationmodels. Matlab is one of the leading softwares in model based and algorithmic designing. SpecC (close to ANSI C) is a high level language which can be implemented on hardware usingSystem on Chip Environment(SCE)....


Platforms: Matlab

TPT offers unique and all-encompassing support for testing MATLAB/SimulinkdlT«/Stateflow- and TargetLinkdlT« models. The strengths of both systems can be used because of the perfectly tuned interface between TPT and MATLAB/Simulink. Functional models are created normally in...


Platforms: Matlab

Exercises and case studies for a rigorous approach to risk- and portfolio-management. This booklet stems from the review sessions of the six-day ARPM bootcamp.Contents include:Advanced multivariate statistics; copula-marginal decompositionAnnualization/projection (FFT, cumulants,...


Platforms: Matlab

These files support the webinar titled "Developing Models from Experimental Data Using System Identification Toolbox". The webinar was presented on April 05, 2007 and can be found at:http://www.mathworks.com/wbnr30317For other webinars and demos related to System Identification Toolbox, please...


Platforms: Matlab

This submission includes functions and scripts for the estimation and simulation of ACD (autoregressive conditional duration) models. The zip file includes: - Scripts and functions for Estimation of an ACD(q,p) model with exponential or weibull distribution- Scripts and functions for Simulation...


Platforms: Matlab

An essential step in embedded software development, floating- to fixed-point conversion can be tedious, labor-intensive, and error-prone. System engineers frequently design algorithms in floating-point math, usually double-precision. This format represents the ideal algorithm behavior but takes...


Platforms: Matlab

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

To calculate the price the pricer builds a multinomial tree, as described in Amin 1993.For description of the methodology please see;1. The HTML instructuions in the zip2. Kaushik I. Amin, d-deDUJump Diffusion Option Valuation in Discrete Time,d-deDt Journal of Finance 48, no. 5 (December 1993):...


Platforms: Matlab

Slides, software, and data for the MathWorks webinar, "Using MATLAB to Develop Macroeconomic Models." The file moneydemo.zip contains a file moneydemo.pdf with slides for the webinar and a collection of MATLAB scripts and helper functions to perform a number of macroeconomic analyses. The main...


Platforms: Matlab