Derivatives

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

These functions calculate fractional or complex order derivatives, when the order changes with time. Riemann-Liouville, Caputo and GrdoDsnwald-Letnikoff definitions are provided; the three variations considered by Lorenzo and Hartley are considered. Fuzzy supervised implementations in Simulink,... Platforms: Matlab

for derivatives calculation use, a chinese book----I wrote. Platforms: Matlab

The proposed algorithm is based on nonlinear derivatives to automatically select the best edge information. This algorithm can replace the classical derivative with the following benefits:- univocal edge localization for synthetic and real images- noise reduction with no regularization: the noise... Platforms: Matlab

Automatic differentiation is a technique for computing the derivatives of a function using the chain rule. Matlab objects make it easy to implement automatic differentiation. Note that this package is implemented in a rather old version of Matlab. You may need to edit it for newer versions.An... Platforms: Matlab

slkbuild is a script inspired by makepkg from Arch which greatly simplifies the package building process in Slackware and derivatives. It parses an easy to create SLKBUILD meta-file and from that creates a conventional build script that follows all of the slackware packaging standards that can be... Platforms: *nix

OpenDiscreteDynamicProgrammingTemplate project founds optimal constrainted parameters of a discrete controls with second order optimization template replacing Hessian with directional derivatives and backpropagation for digital filter(as neural network).. OpenDiscreteDynamicProgrammingTemplate:... Platforms: *nix

Heirloom Development Tools package provides yacc, lex, m4, make, and SCCS as portable derivatives of the utilities released by Sun as part of OpenSolaris. The OpenSolaris utilities were in turn derived from the original Unix versions, and are assumed be conforming implementations of the POSIX... Platforms: *nix

A real-time generalized financial derivatives calculator supporting over 136+ theoretical models from open source libraries. Matrices of prices are created with iterating strikes and/or months. A strike control system can produce any strike. A generalized date engine can calculate re-occuring... Platforms: Windows

A suicidally ambitious cross-platform reimplementation of UnrealEd and its derivatives. Platforms: Windows, Mac, BSD, Linux

LIFFE is the leading international derivatives business of the NYSE Euronext Group, the transatlantic exchange formed in 2007.InstallationUnpack in your modules folder (usually /sites/all/modules/) and enable under Administer > Site Building > Modules. Requirements: - Drupal 5.x Platforms: Windows, Mac, *nix, PHP, BSD Solaris

LIFFE is the leading international derivatives business of the NYSE Euronext Group, the transatlantic exchange formed in 2007.InstallationUnpack in your modules folder (usually /sites/all/modules/) and enable under Administer > Site Building > Modules. Requirements: - Drupal 5.x Platforms: Windows, Mac, *nix, PHP, BSD Solaris

LIFFE is the leading international derivatives business of the NYSE Euronext Group, the transatlantic exchange formed in 2007.InstallationUnpack in your modules folder (usually /sites/all/modules/) and enable under Administer > Site Building > Modules. Requirements: - Drupal 5.x Platforms: Windows, Mac, *nix, PHP, BSD Solaris

GNU libmatheval is a library (callable from C and Fortran) to parse and evaluate symbolic expressions input as text. It supports expressions in any number of variables of arbitrary names, decimal and symbolic constants, basic unary and binary operators, and elementary mathematical functions. In... Platforms: *nix, C/C++, BSD

These routines are programmed by using Matlab langurage , according to the translation relationships between the Mathieu functions with positive and negative parameters.Some functions are quoted from Ben Barrowes' direct translation, performed using f2matlab, of the original FORTRAN-77... Platforms: Matlab

Arterial blood pressure waveforms contain rich pathophysiological information; hence receive much attention in cardiovascular health monitoring. To assist computerized analysis, an automatic delineator was proposed for the fiducial points of arterial blood pressure waveforms, namely their onsets,... Platforms: Matlab

This function quickly finds local peaks or valleys (local extrema) in a noisy vector using a user defined magnitude threshold to determine if each peak is significantly larger (or smaller) than the data around it. The problem with the strictly derivative based peak finding algorithms is that if... Platforms: Matlab

Matlab implementation of a monodomain reaction-diffusion model in 2-D. The model equations are a variant of the Fitzhugh-Nagumo equations modified to simulate the cardiac action potential. The progression of the two normalized state variables, membrane voltage (v) and recovery (r), is computed... Platforms: Matlab

Calculates the zeros of the first derivatives of Bessel function.Updates BessDerivZerosBisect.m with these changes:1. Allows for m = 02. Allow the user to specify the particular m and k values desired.3. Allows for a tolerance input parameter4. Uses a table look-up to get closer initializations... Platforms: Matlab

Airlib is a library of aircraft models to be used with Simulink 3.1 (MATLAB 5.3) or later (tested on 6.1 & 6.5).It is based on two basic blocks that implement a continuous-time and a discrete-time nonlinear general aircraft model. Both blocks are largely based on the FDC toolbox, written by Marc... Platforms: Matlab