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updated 4 months ago

Circuit Level Analog / Mixed Signal Examples by Dick Benson

Dick Benson (view profile)

Collection of Circuit Level AMS Models using Simulink and SimScape (dsp, circuit, rf)


LTspice2Matlab( filename, varargin )


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updated 7 months ago

Asian Arithmetic Option Delta by Anna Borisova

Pricing of Arithmetic Asian Option (options, asianoption, arithmeticoption)

asoptval( s0, r, sigma, T, n, sim, STR, cp, lev, PLT )

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updated 8 months ago

EEG Data Plotting - Power Spectrum, Spectrogram, Frequency spectrum of alpha, beta, delta and theta by Venkatesh Yadav

An electroencephalogram (EEG) detect electrical activity in brain using electrode attached to scalp. (eeg, power spectrum, frequency spectrum)




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updated almost 3 years ago

Delta Cursors by Seth

Seth (view profile)

This function allows you to have delta cursors using Matlab's built in data cursors. (delta cursor, delta, cursor)


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updated 3 years ago

Libor Market Model Adjoint Greeks (LMM) by Kienitz Wetterau FinModelling

Adjoint Method for Libor Market Models (Delta, Gamma, Vega) (libor market model, bermudan swaption, trigger swap)




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updated 3 years ago

COS Method (Multiple Strikes, Bermudan, Greeks) by Kienitz Wetterau FinModelling

Implementation of the COS method for advanced option pricing and Greeks for multiple strikes at once (cos, multiple strikes, bermudan)


FFTCOS_B(n, Nex, L, c, cp, type, S0, t, r, q, ...

FFTCOS_B_2(n, Nex, L, c, cp, type, S0, t, r, q, strik...

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updated 4 years ago

Delta Sigma converter spurious tone predictor by Marko Neitola

A simple analytical model that predicts DSM spurious tones with arbitrary stimulus. (data converters, modeling, prediction)



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updated almost 7 years ago

3D Plot for Greeks by Rodolphe Sitter

Plot in 3 dimensions the Greeks under the Black-Scholes model for a European call (2d, greeks, finance)


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updated 9 years ago

PlotMeTheGreeks by Yazann Romahi

VisualizationTool for Option Greeks in 3 and 4 dimensions. (finance, modeling, analysis)

GKprice(CallPutFlag, S, X, T, r, r_f, sigma)


bsDelta(CallPutFlag, S,X,T,r,r_f, sigma)

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