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 classification using discriminant analysis, naive Bayes classifiers, and decision trees. Suppose you have a data set containing observations with measurements on different variables (called predictors) and their known class labels. If you obtain predictor values for new observations, could you determine to which classes those
Lagrange Interpolation Polynomial
If you have a set of N points on a cartesian plane, there will always exist an N-1th order polynomial of the form y = a_0 + a_1.x + a_2.x^2 + ... a_n-1.x^(n-1) which passes through all the points.
Modeling a Fault-Tolerant Fuel Control System
Combine Stateflow® with Simulink® to efficiently model hybrid systems. This type of modeling is particularly useful for systems that have numerous possible operational modes based on
Designing a Guidance System in MATLAB and Simulink
Use the model of the missile airframe presented in a number of published papers (References ,  and ) on the use of advanced control methods applied to missile autopilot design. The
Lowpass Filter Design in MATLAB
Design lowpass filters. The example highlights some of the most commonly used command-line tools in the DSP System Toolbox. Alternatively, you can use the Filter Builder app to implement
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
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
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
Simulation of a Bouncing Ball
Use two different approaches to modeling a bouncing ball using Simulink®.
Approximating Nonlinear Relationships: Type S Thermocouple
Approximate nonlinear relationships of a type S thermocouple.
2-D and 3-D Plots
To create two-dimensional line plots, use the plot function. For example, plot the value of the sine function from 0 to 2\pi :