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nimalinmoodley
This document covers various aspects the Heston model. The structure
and topics covered is as follows:
Chapter 1 introduces the model and provides theoretical and graphical
motivation for its robustness and hence popularity. It also discusses
pricing using the Partial Differential Equation and Equivalent Martingale
Measure techniques
Chapter 2 discusses how the different components of the model can be
evaluated computationally and how this can be achieved with different
methods. These methods are then compared to each other.
Chapter 3 addresses the calibration problem. Different methods are
presented as well as practical implementation, results thereof, and comparisons.
All the MATLAB code required to implement the model is provided in
the appendix
- 2009-06-10 05:15:08下载
- 积分:1
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8765
tab bar controller 自定义颜色和演示demo,精选ios编程学习源码,很好的参考资料。(Tab bar controller custom colors and demonstration of demo, selection of learning IOS programming source code, a good reference.)
- 2013-12-08 17:14:48下载
- 积分:1
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Matlab-GUI
电子书:精通GUI图形界面编程,施晓红编著。(EBook: proficient in GUI graphical interface programming, Shi Xiaohong, ed.)
- 2010-06-17 19:23:47下载
- 积分:1
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paintline
一个简单的在figure中用鼠标画直线的例子。最终是想在matlab环境下编一个用鼠标画贝塞尔曲线的程序,现在正在研究中。(A simple figure using the mouse in a straight line drawn examples. Ultimately would like to matlab environment made a Bezier curve with the mouse painting process, now being investigated.)
- 2008-01-16 17:43:34下载
- 积分:1
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Wireless_two_ray_model
Wireless two ray model, exact and estimate assumtion.
- 2009-12-13 07:40:32下载
- 积分:1
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EMD-HHT
经验模态分解和希尔伯特黄变换源程序,可以直接在matlab里运行(Empirical mode decomposition and Hilbert huang transform source code, can be directly run in matlab)
- 2020-09-18 11:17:54下载
- 积分:1
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压制式干扰仿真
说明: 对压制干扰中噪声调频干扰的matlab仿真(Matlab simulation of suppression interference, including RF noise interference, noise AM, FM, phase modulation interference)
- 2020-12-16 20:09:13下载
- 积分:1
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ifftnc
signal and ssystem matlab function
change inverse fourier transfom
frequency domain to time domain
- 2011-12-13 00:20:09下载
- 积分:1
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MATLAB数字信号处理 85个案例分析 全书程序
说明: 《MATLAB数字信号处理85个实用案例精讲:入门到进阶》特点是主要通过案例说明在数字信号处理基础部分编程中常出现的错误和解决方法。《MATLAB数字信号处理85个实用案例精讲:入门到进阶》适用于数字信号处理的初学者,亦可供高年级本科生、研究生和科研工程技术人员参考。("Matlab Digital Signal Processing 85 Practical Cases: Introductory to Advanced" is characterized by cases that illustrate the errors and solutions that often occur in the basic programming of digital signal processing. "Matlab Digital Signal Processing 85 Practical Cases: Introduction to Advanced" is suitable for beginners in digital signal processing, and can also be used as a reference for senior undergraduates, graduate students, and scientific research and engineering technicians.)
- 2020-09-12 10:45:45下载
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有限元程序MATLAB
说明: 四杆桁架结构的有限元分析(Bar2D2Node);
三梁平面框架结构的有限元分析(Beam2D2Node);
基于3节点三角形单元的矩形薄板分析(Triangle2D3Node);
基于4节点四边形单元的矩形薄板分析(Quad2D4Node);
基于4节点四面体单元的空间块体分析(Tetrahedron3D4Node);
基于8节点六面体单元的空间块体分析(Hexahedral3D8Node);(Finite element analysis of four bar truss structure (bar2d2node);
Finite element analysis of three beam plane frame structure (beam2d2node);
The analysis of thin rectangular plate based on 3-node triangular element (triangle2d3node);
The analysis of rectangular thin plate based on 4-node quadrilateral element (quad2d4node);
Tetrahedron 3D 4node (Tetrahedron 3d4node) is used to analyze the spatial block;
The spatial block analysis based on 8-node hexahedral element (hexahedral 3d8node);)
- 2020-10-19 22:59:15下载
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