Implied Volatility

The attached ZIP file contains a demonstration of the flexibility of the SonnetLab Toolbox for MATLABdlT«. SonnetLab is a free MATLABdlT« toolbox that enables users to control and automate Sonnet's 3D planar electromagnetic simulator.The attached archive contains the function SonnetBanner which...

The attached ZIP file contains a tutorial for using the SonnetLab Toolbox for MATLABdlT«. SonnetLab is a free MATLABdlT« toolbox that enables users to control and automate Sonnet's 3D planar electromagnetic simulator.The attached archive contains a Sonnet Project in the form of a two branch...

The attached ZIP file contains a tutorial for using the SonnetLab Toolbox for MATLABdlT«. SonnetLab is a free MATLABdlT« toolbox that enables users to control and automate Sonnet's 3D planar electromagnetic simulator.The attached tutorial will build a Sonnet project in the form of a patch...


Platforms: Matlab

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

Discrete-time models: random walk, ARMA, fractional integration, GARCH). Continuous-time counterparts: Levy processes, Ornstein-Uhlenbeck, fractional Brownian motion, stochastic volatility, subordination.To walk through the code and for a thorough description, refer to A. Meucci (2009), "Review...


Platforms: Matlab

JDprice.m : Compute European call option price using a Log-Uniform Jump-Diffusion model.Algorithm used: Monte Carlo with antithetic and control variates techniques.JDimpv : Compute the implied volatilities from the market values of European calls using a Log-Uniform Jump-Diffusion model. (the...


Platforms: Matlab

The user has to provide the program the constants and parameters of the models using a dialog box. A pop-up menu and an update button allow the user to select the plot (Txy, activity coefficients and relative volatility).A similar program using Mathematica 6.0 is available at the following...


Platforms: Matlab

The attached ZIP file contains a tutorial for using the SonnetLab Toolbox for MATLABdlT«. SonnetLab is a free MATLABdlT« toolbox that enables users to control and automate Sonnet's 3D planar electromagnetic simulator.This function will read in a Sonnet Project representing a patch antenna. This...


Platforms: Matlab

The attached ZIP file contains a tutorial for using the SonnetLab Toolbox for MATLABdlT«. SonnetLab is a free MATLABdlT« toolbox that enables users to control and automate Sonnet's 3D planar electromagnetic simulator.The attached script will build a Sonnet netlist project. This tutorial will...


Platforms: Matlab

The attached ZIP file contains a tutorial for using the SonnetLab Toolbox for MATLABdlT«. SonnetLab is a free MATLABdlT« toolbox that enables users to control and automate Sonnet's 3D planar electromagnetic simulator.The attached script will build a Sonnet project in the form of a single stub....


Platforms: Matlab

The attached ZIP file contains a tutorial for using the SonnetLab Toolbox for MATLABdlT«. SonnetLab is a free MATLABdlT« toolbox that enables users to control and automate Sonnet's 3D planar electromagnetic simulator.This tutorial will mimic the design approach used to design the double stub...


Platforms: Matlab

MatUnit is a unit testing framework for MATLAB. Much like it's Java counterpart JUnit, it allows the programmer to easily run many tests and report its results for MATLAB functions.-We want to be able to teach students how to test numerical software.- Many of them will have seen JUnit or similar...


Platforms: Matlab

It does not theoretically require any additional modules, but since it was designed to send notifications about ticket states, the use of a ticket management module such as Case Tracker or Workflow is implied from the start.It allows creating a group of users, assigning them one or more case...


Platforms: PHP

LaTeXML is a free and open source Perl utility that attempts to faithfully mimic TeX's behaviour, but produces XML instead of DVI. The document model of the target XML makes explicit the model implied by LaTeX. The processing and model are both extensible; you can define the mapping between TeX...


Platforms: Mac

WebResponse is a freeware JAVA Application. It measures the response time of a Web server. This program is free software. You may redistribute it and/or modify either Version 2 of the License or (at your option) any later version under the terms of the GNU General Public License as published by...


Platforms: Mac

Gargoyle is an interface for small, widely available routers such as the Linksys WRT54G series and the La Fonera. It provides functionality above and beyond what the default software provides including sophisticated dynamic DNS, quality of service, and bandwidth monitoring tools. Gargoyle's...


Platforms: *nix

Dagny is a Django adaptation of Ruby on Rails???*a*?s Resource-Oriented Architecture (a.k.a. ??N*?*?RESTful Rails???*a*?). Dagny makes it really easy to build resourceful web applications. You can read the full documentation here. At present, this project is in an experimental phase, so APIs...


Platforms: *nix

Gchore is a simple tool that tracks your chores, and reminds you to do them on a daily basis. It is not a general todo list, it is better suited for repeating tasks, such as taking out the garbage on mondays. Gchore was written with version 2.6 of GTK in C. For more information please see the...


Platforms: *nix

jDiskDigest (jDD), a CD/DVD catalog, is made for those whom had a collection of cd and/or dvd and want to catalog it. jDD is able to sort and filter a large collection. Finding a specific information will not be a problem anymore. Fault Tolerance. The Software is not fault tolerant and is not...


Platforms: *nix

Sometimes, the lost or deleted contacts might cause you a lot of troubles. While this software enables you to avoid those potential troubles by recovering your lost contacts. Yes, this is what Free Mac Android Data Recovery does. It helps you to retrieve deleted contacts, call history and SMS...


Platforms: Mac, Other