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BlackScholes
期权定价模型与数值方法
BS公式隐含波动率计算(Option pricing model and numerical method
Calculation of Implicit Volatility of BS Formula)
- 2019-03-21 11:06:22下载
- 积分：1
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radon_ambiguity
％radon transform
clear all
％
N=800
n=1:N
fs=200
t=n/fs
x1=exp(j*2*pi*(5*t+0.5*5*t.^2))
x2=exp(j*2*pi*(5*t+0.5*15*t.^2))
x=x1+x2
％N=length(x)
％ ambifunb(x )
％*****************************************RAT
naf=ambifunb(x)
htl(abs(naf))
％ [wh,rho,theta]=htl(abs(naf))
colormap([0,0,0])
％ xlabel( 极半径 )
％ ylabel( 角度 )
％**************************************％找出峰值点的坐标,计算初始频率和调频斜率(正确)
％找出峰值点的坐标
b=max(max(wh))
[u,a]=find(wh>=0.8*b)
( Radon transformclear all N = 800 n = 1: N fs = 200 t = n/fs x1 = exp (j* 2* pi* (5* t+ 0.5* 5* t. ^ 2)) x2 = exp ( j* 2* pi* (5* t+ 0.5* 15* t. ^ 2)) x = x1+ x2 N = length (x) ambifunb (x)***************************************** RATnaf = ambifunb (x) htl (abs (naf)) [wh, rho, theta ] = htl (abs (naf)) colormap ([0,0,0]) xlabel (polar radius) ylabel (angle)************************************** to find the coordinates of the peak point, calculating the initial slope of the frequency and FM (right) find the peak point of the coordinates b = max (max ( wh)) [u, a] = find (wh)
- 2008-05-06 21:56:10下载
- 积分：1
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Gauss
数值线性代数Gauss迭代法解决课后习题(Numerical linear algebra, Gauss iterative method to solve after-school exercise)
- 2010-12-15 15:24:34下载
- 积分：1
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clust
This contain code divides a given image into N clusters
- 2015-03-18 20:53:56下载
- 积分：1
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matlabprograme
由空间三点绘制一个立体平面的matlab代码(Drawn by a three-dimensional space for three plane matlab code)
- 2009-09-17 23:33:45下载
- 积分：1
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xin11
基于MATLAB小波消噪，有很大作用，一代二代三代(MATLAB Wavelet-based de-noising, there is a great role in generation of the second generation of three generations)
- 2009-03-19 21:33:05下载
- 积分：1
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x
说明： 补偿电容器的选择原理及要求，对补偿电容器同时进行定义(Compensation capacitor selection theory and requirements of the definition of compensation capacitors at the same time)
- 2011-05-07 13:55:13下载
- 积分：1
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convert
基于matlab的图像二值转换程序，在Matlab上可以运行(Matlab binary image based on the conversion process, can be run in Matlab)
- 2011-05-11 17:51:24下载
- 积分：1
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fenchapotolyafsv
混沌的分岔图进行研究 有利于更好地分析混沌系统(The bifurcation diagram of chaos are studied Is conducive to better analyze chaotic system
)
- 2014-11-01 19:35:47下载
- 积分：1
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Radar_Systems_Analysis_and_Design
使用matlab进行雷达系统性能的分析与设计，里边有详细的理论分析以及matlab代码，非常有助于做雷达仿真(Radar system analysis and design using matlab,much detail about the theoretical derivation and matlab source code)
- 2013-10-15 23:34:09下载
- 积分：1
