Registration Option
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
License: Freeware | Size: 61.44 KB | Download (45): Discrete Time Option Pricer for Jump Diffusion Processes Download |
Graphical user interface that uses Black-Scholes algorithm to price options (calls, puts, straddles, and butterflies), and produces 3-D visualizations of the option prices.Refer to the readme.doc file.
Platforms: Matlab
License: Shareware | Cost: $0.00 USD | Size: 20.48 KB | Download (44): Option Pricing Demo Download |
This package contains the MATLAB code for the robust point-setregistration algorithm discribed in the ICCV'05 paper:"Bing Jian and Baba C. Vemuri,A Robust Algorithm for Point Set Registration Using Mixture of Gaussians."It is part of software package which can be freely downloaded...
Platforms: Matlab
License: Freeware | Size: 40.96 KB | Download (39): robust point set registration using mixture of Gaussians Download |
Compute European call option price using the Heston model and a conditional Monte-Carlo method [call_prices, std_errs] = Heston(S0, r, V0, eta, theta, kappa, strike, T, M, N)*******************************************************************************INPUTS: S0 - Current price of the underlying...
Platforms: Matlab
License: Freeware | Size: 92.16 KB | Download (41): Heston Option Pricer Download |
This GUI accepts the various constants needed to run a Black-Scholes calculation for pricing several European options:Put, Call, Straddle, Strangle, Bull Spread, Bear Spread, ButterflyIt plots the pricing surface for the appropriate option and then runs a number of Monte Carlo simulations (d
Platforms: Matlab
License: Freeware | Size: 20.48 KB | Download (47): Simple option pricing GUI Download |
This toolbox contains all the functions necessary for extraction and registration of medical RTOG images using a cubic-B-spline free form deformation technique. The optimization routine uses a difference of squares along with smoothness and feature point designations as error criteria to...
Platforms: Matlab
License: Shareware | Cost: $0.00 USD | Size: 266.24 KB | Download (47): 3D Free Form Image Registration Toolbox (GUI) Download |
In this demo, the price V of an American option is considered as afunction of the stock value S and time t, i.e. V = V(S,t). The financialparameters like strike, volatility, etc. (a complete list is given below)are assumed to be constants. The demo computes the option price for arange of discrete...
Platforms: Matlab
License: Shareware | Cost: $0.00 USD | Size: 10 KB | Download (41): American Option Prices and the Optimal Exercise Boundary Download |
Allows for defaults and overlaying the options.Includes functionality to do basic permutations for the specified options.Both functions work with nested structures.Examples are included for:. Basic option overlaying. Storing options using persistent variables in functions for use in a...
Platforms: Matlab
License: Shareware | Cost: $0.00 USD | Size: 10 KB | Download (47): Option Specifications and Permutations Download |
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...
Platforms: Matlab
License: Freeware | Size: 358.4 KB | Download (53): An Example of Markov Chain and multinominal option pricing Download |
Function BUTTERFLY (named after the strategy shown on the screenshot) aims to help students and instructors of finance visualize payoffs of simple option strategies. The function allows constructing a portfolio of n < 9 securities, including a (zero-dividend) stock, a (zero-coupon) bond, a...
Platforms: Matlab
License: Shareware | Cost: $0.00 USD | Size: 10 KB | Download (48): Visualize payoffs of an option strategy Download |
Here is the root raised cosine match filter example. The code exploits the persistent memory option of filter for the tails of RRC. Thus, you don't have to apply filter to all data at the same time.Thank you.
Platforms: Matlab
License: Shareware | Cost: $0.00 USD | Size: 10 KB | Download (38): Simple Filter Design with Persistent Memory Option Download |
This computes an approximation of American Put option value and can plot it against asset's priceEfficient Analytical Approximation of American Option Values G. BARONE-ADESI and R. E. WHALEY 1987.This code computes the Put option approximation derived in the above paper. A critical share price...
Platforms: Matlab
License: Shareware | Cost: $0.00 USD | Size: 10 KB | Download (45): Analytical Approximation of American Put option derived by G. BARONE-ADESI and R. E. WHALEY 1987. Download |
Performs rigid and non-rigid registration of point-sets using graph-based representations.Point-set registration methods using the EM algorithm and Softassign that exploits geometric and structural evidence.The code contains rigid and non-rigid registration algorithms.The parameters of the...
Platforms: Matlab
License: Shareware | Cost: $0.00 USD | Size: 30.72 KB | Download (46): Smooth Point-set Registration using Neighboring Constraints Download |
This will allow you to generate the deformation field needed for contour guided multi-modal image registration. I have solved this intractable computing problem, and survived global invitation to challenge my intellectual dominance. Please email or call me if you have question. Please cite my...
Platforms: Matlab
License: Shareware | Cost: $0.00 USD | Size: 10 KB | Download (51): 2d optical flow demon for mono-modal image registration Download |
This program uses Matlab cellular modules to outline the a workflow of 2D deformable registration.This program adapting InSPIRE modules into a full 2D workflow for manual landmark-based deformable image registration. I provided some to the phantom and files for users' convenience at the beginning...
Platforms: Matlab
License: Shareware | Cost: $0.00 USD | Size: 901.12 KB | Download (43): InSPIRE: Matlab 2D deformable registration Download |
This function will perform demon registration which is an type of fast non-rigid fluid like registration between two 2D or 3D images. Registration between different (MRI) modalities is also supported, through a function which transform one image modality so it looks likes the modality of the...
Platforms: Matlab
License: Shareware | Cost: $0.00 USD | Size: 6.84 MB | Download (42): multimodality non-rigid demon algorithm image registration Download |
Rigid body 2-D image co-registration (translation and rotation) is performed using maximization of mutual information.Function is implemented in c-code and compiled using the Matlab compiler to minimize computation time. Current compilation will only run on a 32-Bit windows machine running 2007b....
Platforms: Matlab
License: Shareware | Cost: $0.00 USD | Size: 112.64 KB | Download (47): Automatic 2d Rigid Body Image Registration Download |
This plugin forces user's registration to be approved first by an administrator.The user email is first verified, then the administrator will approve the registration.The template must include a position for the Message ( )When using JoomFish, the global configuration for each language should be...
Platforms: PHP
License: Freeware | Size: 40.96 KB | Download (41): Multilingual registration approval Download |
Affine and B-spline grid based registration and data-fitting of two 2D color/grayscale images or 3D volumes or point-data. Registration can be done intensity / pixel based, or landmark / corresponding points based (See OpenSurf), or a combination.Description Pixel-based registration:This function...
Platforms: PHP
License: Shareware | Cost: $0.00 USD | Size: 1.36 MB | Download (49): B-spline Grid, Image and Point based Registration Download |
Envoice is a bit web-based and has a database where the data is stored.The programs most used option is the hours registration and the billing support to make bills for costumers. There are also options like storing costumers address data.
Platforms: PHP
License: Freeware | Size: 2.02 MB | Download (41): Envoice Download |