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updated 8 months ago

Matlab Webcam by lindo Ouseph

Preview webcam and adjust the parameter and get a snap shot (camera, webcam, snapshot)


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updated almost 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 almost 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, ...

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updated almost 3 years ago

Fit distributions to censored data by Leonidas Bantis

Fits distributions to data when left and/or right and/or interval censoring is present (distribution, fit, censoring)




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updated 4 years ago

Gamma Adjustment GUI by Eric Johnson

Eric Johnson (view profile)

RGBGUI is an interactive gamma adjustment tool for grayscale and RGB (true color) images. (gamma, rgb, truecolor)




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updated 5 years ago

Bivariate Gamma Distribution (CDF, PDF, samples) by Geert Van Damme

Bivariate Gamma CDF and PDF (rho > 0) + Bivariate Gamma random generator (bivariate, correlated, distribution)




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updated 6 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 8 years ago

Homogen Integrate on Triangular Area and Tetrahedral Volume by Ali OZGUL

Ali OZGUL (view profile)

Tetrahedral volume integration (integration, beta, gamma)




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updated 9 years ago

digamma function by Eric Alvarez

digamma function for complex arguments (special functions, digamma function, psi)

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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)


VarVega=bsVarVega(CallPutFlag, S,X,T,r,r_f, sigma)

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updated 9 years ago

Bisection Algorithm for H infinity by ilker Delice

Bisection algorithm finds gama value of H infinity (h infinity, bisection, algorithm)

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updated 10 years ago

Computation of Special Functions by Ben Barrowes

Ben Barrowes (view profile)

MATLAB translation (via f2matlab) of the original FORTRAN of "Computation of Special Functions." (special functions, bessel, elliptic)

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updated almost 11 years ago

Special Functions math library by Paul Godfrey

Paul Godfrey (view profile)

Collection of Special Functions programs. (special functions, gamma, erf)




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updated 11 years ago

Gamma Correction by Pranam Janney

Pranam Janney (view profile)

Gamma correction. (enhancement, gamma, gamma correction)


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updated 12 years ago

Gamma by Paul Godfrey

Paul Godfrey (view profile)

Compute a very accurate Gamma function over the entire complex plane. (complex, gamma, function)

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