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updated 11 months ago

Analog / Mixed Signal Examples by Dick Benson

Extensive collection of examples for analog and mixed signal design work. (dsp, circuit, rf)




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updated 1 year ago

Delta Cursors by Seth

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


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updated almost 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)




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updated almost 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)


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 3 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 5 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

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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