Monte Carlo Methods In Finance

MATLAB in Physics is a four lecture series in MATLAB that is offered to first year physics undergraduate students. This lecture shows how to use MATLAB to simulate physical systems using a range of methods. Projectile motion is analysed using the Symbolic Math Toolbox, then more complicated... Platforms: Matlab

These routines support the book "Risk and Asset Allocation" Springer Finance, by A. Meucci, see http://www.symmys.comThe routines include many new features:- more uni-, multi- and matrix-variate distributions- more copulas- more graphical representations- more analyses in terms of the... Platforms: Matlab

cThis lecture investigates the underlying linear algebra that forms the basis of MATLAB. Aly Kassam is the author of this lecture, it is being submitted under Matt McDonnell's name solely to fit it in with the rest of the lectures. The aim of this lecture series is to introduce students to... Platforms: Matlab

Good Neighbours Solitaire is a catchy little solitaire game in which the objective is to pair off and remove all the cards in the pack. Although the success rate of this game is fairly high, enough skill is required to ensure a high replay value. This game is also known as Monte Carlo or Weddings. Platforms: Windows

This is a cross-platform software package for econometric analysis, written in the C programming language. It is is free, open-source software. You may redistribute it and/or modify it under the terms of the GNU General Public License (GPL) as published by the Free Software Foundation. Features... Platforms: Windows, Mac, *nix, C/C++, BSD Solaris

Parse::Nibbler is Perl module to parse huge files using grammars written in pure perl. Create a parser object using the ->new method. This method is provided by the Parse::Nibbler module and should not be overridden. The main functionality of the Parse::Nibbler module is the Register... Platforms: *nix

Method::Declarative is a Perl module to create methods with declarative syntax. SYNOPSIS use Method::Declarative ( --defaults => { precheck => [ [ qw(precheck1 arg1 arg2) ], # ... ], postcheck => [ [ qw(postcheck1 arg3 arg4) ], # ... ], init => [ [ initcheck1 ], # ... ],... Platforms: *nix

LdapTemplate is a framework to simplify LDAP programming in Java, built on the same principles as Spring Jdbc. LdapTemplate is a framework to simplify LDAP programming in Java, built on the same principles as Spring Jdbc. The LdapTemplate class encapsulates all the plumbing work involved in... Platforms: *nix

ImplicitThis is a syntactical sugar for OO methods. SYNOPSIS use ImplicitThis; ImplicitThis::imply(); sub new { my $type = shift; my %args = @_; # must be blessed hash object bless { foo => $args{foo}, bar => $args{bar}, }, $type; } sub my_accessor { # $this is read for us. $bar... Platforms: *nix

CompBio::DB is a Perl module with methods for accessing data stored according to the CompBio base schema. SYNOPSIS use CompBio::DB; my $cbdb = CompBio::DB->new({host => "foo.bar.edu"); my $AR_defs = $cbdb->get_annotation([keys %seqs]); Example code for parsing the return for a simple... Platforms: *nix

WordNet::Similarity::PathFinder is a Perl module to implement path finding methods (by node counting) for WordNet::Similarity measures of semantic relatedness. SYNOPSIS use WordNet::QueryData; my $wn = WordNet::QueryData->new; use WordNet::Similarity::PathFinder; my $obj =... Platforms: *nix

The QMSys GUM program is used to analyze the uncertainty of physical measurements and calibrations. The analysis and computations follow the rules of the of the official documentations: - ISO Guide to the expression of uncertainty in measurement - EA-4/02 Expression of the Uncertainty of... Platforms: Windows, Other

HapCluster is a software package for linkage disequilibrium mapping.It is based on a Bayesian Markov-chain Monte Carlo (MCMC) method for fine-scale linkage-disequilibrium gene mapping using high-density marker maps. Platforms: C and C plus plus

This toolbox is a fully object-oriented toolbox with a GUI for Bayesian Wavelet Networks. It is easy to use.The training method is used here is one of powerfull, off-line training algorithm, called Hybrid Markov Chain Monte Carlo- based Bayesian Approach.Also, You can easily add your own function... Platforms: Matlab

The SPIHT method is not a simple extension of traditional methods for image compression, and represents an important advance in the field. The method deserves special attention because it provides the following: Highest Image Quality Progressive image transmission Fully embedded coded file Simple... Platforms: Matlab

1 Introduction This toolbox implements all the routine PLS-related/based algorithms which kind of serves as the basics in chemometrics, including PLS calibration and prediction, leave one out cross validation (LOOCV), K-fold cross validation, Monte Carlo cross validation(MCCV), double cross... Platforms: Matlab

SNTO is a global optimization method where many points are generated in a multi-dimensional domain; the optimum point is selected and the domain is contracted around the neighborhood of the optimum. See for example: Number-Theoretic Methods in Statistics By K?ai-t?ai Fang, Yuan Wang Platforms: Matlab

This GUI accepts the various constants needed to run a Black-Scholes calculation for pricing several European options:Put, Call, Straddle, Strangle, Bull Spread, Bear Spread, ButterflyIt plots the pricing surface for the appropriate option and then runs a number of Monte Carlo simulations (d Platforms: Matlab

MoreUnit is an Eclipse plugin that should assist you in writing more unit tests. This is a short overview of the features it provides, for further information take a look at the documentation section: MoreUnit decorates classes which have a test case. It marks methods in the editor which are... Platforms: *nix

poker-eval is a C library to evaluate poker hands. The result of the evalution for a given hand is a number. The general idea is that if the evalution of your hand is lower than the evaluation of the hand of your opponent, you lose. Many poker variants are supported (draw, holdem, omaha, etc.)... Platforms: *nix