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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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Matlab
说明： 详细的介绍matlab的使用，适合初学者使用~
一本好的教材~(The detailed introduction of matlab use, is suitable for beginners use ~
A good textbook ~)
- 2011-03-08 19:46:59下载
- 积分：1
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adapt_lms
说明： 利用matlab编写的自适应最小二乘滤波程序(Matlab prepared using least squares adaptive filtering procedure)
- 2008-11-11 16:05:33下载
- 积分：1
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fuzzy_cluster1
fuzzy_cluster模糊聚类分析，本函数使用的是直接聚类法，直接输出聚类信息，无返回值
输入参数data是需要分类的数据，将会对data的列分类，请输入数据前把需要分类的向量按列保存到矩阵data
输入参数numda是分类的分类点，如果不知道可以先省略，系统默认1-0依次减小用以方便判断分割点，然后用户再细分( Fuzzy_cluster fuzzy clustering analysis, the function uses the clustering method is direct, direct output clustering information, no return value input parameter data is needed to classify data, classification of data will be listed, enter the data before the need saved by the column vector classification matrix data to the input parameters numda profile classification point is, if you do not know can be omitted, in order to reduce the system default 1-0 split point for easy judgment, then the user is subdivided)
- 2014-02-16 17:18:41下载
- 积分：1
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intro.rar
matlab introductry programming
- 2011-05-02 12:46:01下载
- 积分：1
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Sampling
对模拟信号抽样，然后进行离散傅里叶变换，利用自编DFT函数，得到频谱，然后进行频谱的还原。(Sampling the analog signal, then the discrete Fourier transform, DFT self function obtained spectrum and the spectrum reduction.)
- 2013-12-08 17:50:18下载
- 积分：1
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matlab
matlab入门教程 值得借鉴的一本参考书，可作为入门材料之一(Getting Started tutorial matlab draw worth a reference material can be used as one entry)
- 2009-03-28 03:47:54下载
- 积分：1
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goldenmean
最优化算法中的黄金分割法，用于线性寻优过程，算法快速且方便(optimization algorithm gold segmentation method for the linear optimization process, the algorithm is fast and convenient)
- 2007-03-13 10:38:31下载
- 积分：1
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zsorcestepbystep
simulink model of an z source inverter. try to verify the performance step by step. it is for study purpose..
- 2011-09-22 23:26:55下载
- 积分：1
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faifie
有循环检测，周期性检测，部分实现了追踪测速迭代松弛算法，内含心电信号数据及运用MATLAB写的源代码。( There are cycle detection, periodic testing, Partially achieved tracking speed iterative relaxation algorithm, ECG data and includes source code written in MATLAB.)
- 2016-05-07 10:13:13下载
- 积分：1
