Implied Volatility

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...

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 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

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

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

Academic Project aimed at capturing, modeling and predicting stock behavior


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 is an introductory tutorial that demonstrates how to build...


Platforms: Matlab

DelayCut is free software: you can redistribute it and/or modify it under the terms of the GNU General Public License as published by the Free Software Foundation, either version 3 of the License, or (at your option) any later version. DelayCut is distributed in the hope that it will be useful,...


Platforms: *nix

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

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

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

Cloud Browser is a simple web-based object browser for cloud-based blob datastores. Just add as an application to a Django project, add some settings, and you'll be able to browse cloud containers and implied subdirectories, as well as view / download objects.


Platforms: *nix

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...


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

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

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

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