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updated 26 days ago

Matlab Webcam by lindo Ouseph

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

matlabcamera.m

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updated 2 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)

BSwap

LMMDer

TrigSwap

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updated 2 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)

CF(model,u,T,r,d,varargin)

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 2 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)

evfitc.m

expfitc.m

gamfitc.m

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updated 3 years ago

Gamma Adjustment GUI by Eric Johnson

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

rgbGUI(varargin)

rgbgui.adjGamma(hObject,event)

rgbgui.bgChannelSelect(h,e)

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updated almost 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)

BivGamCDF.m

BivGamPDF.m

BivGamRND.m

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updated almost 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)

VisualizeGreeks(varargin)

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updated almost 8 years ago

Homogen Integrate on Triangular Area and Tetrahedral Volume by Ali OZGUL

Tetrahedral volume integration (integration, beta, gamma)

Hominttetrahedral

Hominttriangle

[Integrate]=THhomogenint(Cor,mainfunction,flag)

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updated 8 years ago

digamma function by Eric Alvarez

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

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updated 8 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)

PlotMeTheGreeks(varargin)

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

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updated almost 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 9 years ago

Computation of Special Functions by Ben Barrowes

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

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updated 10 years ago

Special Functions math library by Paul Godfrey

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

bern(n)

betad(z)

binomial(n,d)

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updated 10 years ago

Gamma Correction by Pranam Janney

Gamma correction. (enhancement, gamma, gamma correction)

gammacorrection(Image,GammaValue)

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updated 11 years ago

Gamma by Paul Godfrey

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

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