Option pricing, MATLAB Programming

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

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Illustration to logical function , Illustration to logical function: I...

Illustration to logical function: In addition to such logical operators, the MATLAB also has a function xor, that is the exclusive or function. It returns the logical true if

Illustration of a conditional loop, Illustration of a conditional loop - Wh...

Illustration of a conditional loop - While loop: As an illustration of a conditional loop, we will write a function which will find the first factorial which is greater than t

Structure tensor, How to calculate 2D/3D structure tensor of image

How to calculate 2D/3D structure tensor of image

Draw a calculated y vector on the graph, Create a GUI that has A button to ...

Create a GUI that has A button to bring up a dialog to select a text file and read it in. Plot the x,y values on the GUI Have text entry values, one for each parameter, in which

Script - matlab, Script - MATLAB: The script is a series of MATLAB ins...

Script - MATLAB: The script is a series of MATLAB instructions which is stored in a file and saved. The contents of a script can be showed in the Command Window by using the t

Write a for loop to perform elementary row operations, Use Matlab to solve ...

Use Matlab to solve the following set of linear equations by Gaussian Elimination. Write a for loop to perform elementary row operations on the augmented matrix to produce

Matlabs quad function to perform the integral, We wish to numerically perfo...

We wish to numerically perform the following integration: (a) Use Matlab's quad function to perform the above integral. (b) Analytically evaluate the integral (e.g. do t

Illustration of assignment statements, Illustration  of assignment stateme...

Illustration  of assignment statements: At that point, if the expression mynum 3 is entered, the default variable ans is used as the result of this expression is not assigned

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

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