Option pricing, MATLAB Programming

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

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Matrices of random numbers, Matrices of random numbers: The Matrices o...

Matrices of random numbers: The Matrices of random numbers can be generated using the rand and randint functions. The first two arguments in the randint function identify the

Statistics, Create a custom chi-square function in matlab, MATLAB in Statis...

Create a custom chi-square function in matlab, MATLAB in Statisticsn..

Crank-nicolson method, clear tic L=1; T=0.2; nust=2000; dt=T...

clear tic L=1; T=0.2; nust=2000; dt=T/nust; n=40; dx=L/n;   r=1;  omega=10:10:5000;%Store Range of Frequencies for Simulation u=zeros(n+1,nust+1);%

Format command, Format command: The format command can be used to cont...

Format command: The format command can be used to control the spacing between the MATLAB command or expression and the outcome; it can be either compact or loose. >> format

Find the spectrum of waveform, (a) Find the spectrum of this waveform:  x =...

(a) Find the spectrum of this waveform:  x = [ exp( -[0:1:49]/10), exp(-[50:-1:1]/10)]. Subplot only the magnitude by using the spectrum program from the class notes. (b) Using

Programming concept, The Programming Concept: In most of the programmi...

The Programming Concept: In most of the programming languages, random function returns a real number; therefore the real number would then have to be rounded to produce a rand

Help with MATLAB, I have couple questions in MATLAB I need help in

I have couple questions in MATLAB I need help in

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

Equations of motion of shaft-rotor system, Consider the shaft-rotor system ...

Consider the shaft-rotor system shown in Figure. Write down the equations of motion. Taking  I= 1 kgm 2 and k=10 kNm/rad, for two special cases (α =0.5 and α = 1000) find as many

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