Option pricing, MATLAB Programming

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Barrier Option pricing in Matlab using MC simulation or finite difference methods

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Find the boundary between equations , Find the boundary between each two of...

Find the boundary between each two of the equations P1, P2, P3 by solving: P1 = P2  ,  P1 = P3  ,  P2 = P3 Plot the boundary lines on a single figure that also includes the

Root ?nding using the bisection method, In many applications, including ?na...

In many applications, including ?nancial mathematics, ?nding zeros of a function f(x) = 0 (4) is paramount. One of the simplest method is the Bisection Method. The bisection

Use matlab and method based on linear predictive code, Use MATLAB and a met...

Use MATLAB and a method based on linear predictive coding for the restoration of a clipped voiced speech signal. My proposed algorithm is based on linear prediction where a reco

Program for add sinusoid with frequency, Job: Add sinusoid with frequency 1...

Job: Add sinusoid with frequency 1000 Hz and amplitude 100 to the one generated in Job 1 (: Create a function using mat lab to generate a sinusoidal signal. The parameters of the s

Plot the intensity distribution - numerical techniques, Using numerical tec...

Using numerical techniques, plot the intensity distribution for LP 01 and LP 11 modes. Vary the value of V (reduce it to 1.5) and plot several of the intensity plots (of LP 01 )

Robot, How to simulate a robot

How to simulate a robot

Iterative root fi nding method, The secant method is an iterative root ndi...

The secant method is an iterative root nding method that is super-linear. The method has the advantage that it is faster than linear methods and does not require knowledge of the

Adjacency matrix, how to create adjacency matrix for amino acids in matlab?...

how to create adjacency matrix for amino acids in matlab?

Matrices, use the loop for to produce [-1 -1 -1 -1; 0 -1 -1 -1; 0 0 -1 -1; ...

use the loop for to produce [-1 -1 -1 -1; 0 -1 -1 -1; 0 0 -1 -1; 0 0 0 -1]

Functions with local variables, Functions with Local Variables: The fu...

Functions with Local Variables: The functions we have seen faraway have been very easy. Though, in many situations the computations in a function are more complex, and may nee

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