Volatility Smile

Cameron Diaz is a classic beauty with acting skills, a killer body and a smile that could brighten up any room. Cameron Diaz is an American model-turned-actress of Italian, German, Cuban, and American descent, and is one of the highest paid actresses in the world, but still comes across as a...

15 Animated Smilies for your Flash projects:: smile, wonder, angry, fraighten, sleepy, worried, suprised, crying, whistle, sad, laughting, raised eyebrow .. Package includes: FLA Opens with: Flash 8, Flash CS3 Viewable with: Flash Player 9 and above

Two "views" are possible: ComboBox view and Button (also called "Palette") view, as shown here. This mirrors the two smile configuration options that are available in FlashChat. Like all Flash components from TUFaT.com, the SmileText component includes 100% of the Flash source code, including ALL...


Platforms: Not Applicable

SMILE = Speech & Music Interpretation by Large Space Extraction openSMILE is a fast, real-time (audio) feature extraction utility for automatic speech, music and paralinguistic recognition research developed at TUM in the scope of the EU-project SEMA


Platforms: Windows, Mac, Linux

eZPublish developer plugin for the Eclipse IDE. Adds template syntax highlighting, wizards for new extension and remote eZPublish management.


Platforms: Windows, Mac, Linux

Smile! This classic game is weirdly addictive... Play Snake on your Mac! It's your old friend Snake. He's taking a vacation from cell phones everywhere to play around with you on your Mac. Standard Snake is nice and small so he won't hog up your screen or do other crazy things. It's not fancy,...


Platforms: Mac

The program computes the number of equilibrium stages for a binary ideal mixture with relative volatility equal to 2.45. The feed is a two phase mixture with a feed quality is equal to 0.85. The distillate, feed and bottom mole fractions are 0.9, 0.5 and 0.1, respectively. The reflux ratio is...


Platforms: Matlab

RiskMetrics.m: Estimates the univariate or multivariate RiskMetrics. USAGE: rm = RiskMetrics(data,alpha) INPUTS: data = ( m x n ) vector lamba = the scale parameter method = Univariate or Multivariate OUTPUTS: rm = ( m x n ) volatility vector for the univariate case or an [( n x n )x m]...


Platforms: Matlab

One must input to a dialog box Antoine's constants, Wilson binary interaction parameters and liquid molar volume of any binary mixture of his choice. The program computes and plots activity coefficients, relative volatility and VLE diagram.


Platforms: Matlab

fxoptions( S0, X, rd, rf, T, vol, style)Valuation of European and American call and put options on foreign exchange using Garman-Kohlhagen model.European option prices are given by an exact formula (Garman-Kohlhagen).American option prices are approximated using both binomial and trinomial...


Platforms: Matlab

Use this simple, self-contained class definition to obtain quotes and historical data from Yahoo finance.f = stock('f','5y','d);creates a stock object with a current quote and five year history of daily data for the stock symbol 'f' (Ford Motor Company).f.plot;charts the historical data. The...


Platforms: Matlab

Academic Project aimed at capturing, modeling and predicting stock behavior


Platforms: Matlab

This toolbox has been merged with the functionality with the ARMAX-GARCH Toolbox found here:http://www.mathworks.com/matlabcentral/fil...sk-applicationsMany thanks for your commends and suggestions.


Platforms: Matlab

Generates GBM curve with specified drift and volatility parameters.Trade entries are modeled through a zero-intelligence model assuming a Poisson arrival process for trades conditioned on a set number of trades on the GBM curve.All credit for the GBM curve generator goes to...


Platforms: Matlab

[VINDX FRACDIM V_SIGMA COVERSIZE] = varIndx(LOW,HIGH) LOW is a column vector of the lowest price in the bar (second, minute, etc). HIGH is a column vector of the highest price in the bar. VINDX is the variation index of the data. FRACDIM is the fractal dimension of the data. V_SIGMA is the...


Platforms: Matlab

A useful tool built to help the user gain an intuitive feel for option pricing and the greeks.Allows the user to create a portfolio of options (and thus straddles, strangles, butterflies and anything else you fancy can be easily created using the GUI).Once this is done, the user can plot the...


Platforms: Matlab

This function is to calculate the implied default probability from the DOC model. Source: Brockman and Turtle (2003).>Default probability (%)>[1] Barrier level (%)[2] Market value of the firm's assets (%)[3] Continuously compounded riskless rate of interest (%)[4] Asset volatility (%)[5] Firm's...


Platforms: Matlab

This package called EstimHidden is devoted to the non parametric estimation using model selection procedures of1/ the density of X in a convolution model where Z=X+noise1 is observed2/ the functions b (drift) and s^2 (volatility) in an "errors in variables" model where Z and Y are observed and...


Platforms: Matlab

The program is simple to use and it will help to find the call/put option price of Dividend or non dividend paying stocks using Black Scholes Formula.Input: Initial stock price(S0), Strike price(K), Interest rate per annum(r), Expiry time in year (T), Volatility (sigma) then it will calculate...


Platforms: Matlab

Allows filtering of member data in BuddyPress members directory by extended profile field.(NOTE: Still does not work with checkboxes.)Installation : 1. Upload bp-member-filter.php to the /wp-content/plugins/ directory 2. Activate the plugin through the 'Plugins' menu in WordPress 3. Add a form to...


Platforms: PHP