Counterparty Credit Risk and CVA
Compute the unilateral credit value (valuation) adjustment (CVA) for a bank holding a portfolio of vanilla interest-rate swaps with several counterparties. CVA is the expected loss on an over-the-counter contract or portfolio of contracts due to counterparty default. The CVA for a particular counterparty is defined as the sum over all points in time of
Perform basic peak analysis. It will help you answer questions such as: How do I find peaks in my signal? How do I measure distance between peaks? How do I measure the amplitude of peaks of a signal which is affected by a trend? How do I find peaks in a noisy signal? How do I find local minima?
Modeling the United States Economy
Illustrates the use of a vector error-correction (VEC) model as a linear alternative to the Smets-Wouters Dynamic Stochastic General Equilibrium (DSGE) macroeconomic model, and applies many of the techniques of Smets-Wouters to the description of the United States economy.
Fit Exponential Models Using the fit Function
Fit an exponential model to data using the fit function.
Compare Fits Programmatically
Fit and compare polynomials up to sixth degree using Curve Fitting Toolbox, fitting some census data. It also shows how to fit a single-term exponential equation and compare this to the
Removing High-Frequency Noise from an ECG Signal
Lowpass filter an ECG signal that contains high frequency noise.
According to LEAN thinking, a company's level of waste tells a lot about its effectiveness, its internal organization, and its strategic planning. Mantain high quality standards and low
What do you know about Electrical Stimuation?
Authors : Andrea Gargano, Paolo Seghetti, Niccolò Biasi
Air Traffic Control Radar Design
Model a conceptual air traffic control (ATC) radar simulation based on the radar range equation.
Single Hydraulic Cylinder Simulation
Use Simulink® to model a hydraulic cylinder. You can apply these concepts to applications where you need to model hydraulic behavior. See two related examples that use the same basic
Simulating Automatic Climate Control Systems
Simulate the working of an automatic climate control system in a car using Simulink® and Stateflow®. You can enter a temperature value you would like the air in the car to reach by double
Radar Tracking Using MATLAB Function Block
Use an extended Kalman filter with the MATLAB® Function block in Simulink® to estimate an aircraft's position from radar measurements. The filter implementation is found in the MATLAB
Anti-Windup Control Using a PID Controller
Use anti-windup schemes to prevent integration wind-up in PID controllers when the actuators are saturated. We use the PID Controller block in Simulink® which features two built-in