Functionsnote
call: function to calculate BS call pricecall_vega: BS call vega (i.e. partial derivative of call with respect to vol)Phi: normal cdfPhiPrime: normal pdfimpvol: finds vol given a call pricedemo: a script demonstrating the impvol functiond1 and d2 are auxiliary functionsNOTE: the impvol function...
Platforms: Matlab
License: Freeware | Size: 10 KB | Download (46): Black-Scholes Call and Implied Vol functions Download |
A fast vectorized implementation of the ncc that handles color (3 channel) images as well as gray level.The algorithm for colored images is based on the ncc formulation for vector valued functions.Note: A bug that I found in the normxcorr2 was also fixed here.
Platforms: Matlab
License: Freeware | Size: 10 KB | Download (47): Fast normalised cross correlation for gray-level and color images Download |
create symbol tables from a text file SymTabCreator allows you to create Symbol Table for a stripped app
Platforms: Mac
License: Freeware | Size: 30.72 KB | Download (40): SymTabCreator Download |