Here is the code for the pricing of an american call option with one dividend. This is the Roll, Geske,Whaley approximation of an AMerican call with one dividend. This code makes use of Bivariate normal distribution and normal distribution. More pricing options would be followed soon.
In this demo, the price V of an American option is considered as a
function of the stock value S and time t, i.e. V = V(S,t). The financial
parameters like strike, volatility, etc. (a complete list is given below)
are assumed to be...
This computes an approximation of American Put option value and can plot it against asset's price
Efficient Analytical Approximation of American Option Values G. BARONE-ADESI and R. E. WHALEY 1987.
This code computes the Put option...
American option pricing using CRR method with tree output
Improvement: Programme runs slow as time steps (not recommended for time step>50)
Automaticallly hyperlink Bible references. No special tags or extra coding are needed. Simply type a Bible reference, like John 3:16, and it is converted automatically to John 3:16.
Scripturizer uses PHP-based filtering to automatically...
This is a Fantasy (American) Football stat tracker and live scoring program written in PHP.
Statfink works best with Yahoo fantasy football leagues. One player installs statfink on a server and the rest of the league can view a webpage...
John's Mutant contains a compiler for the mutant language. It is written in python, and emits NASM source code for 16bit DOS, x86 Linux, and x86_64 LInux. This is the successor to the Burapha Compiler Kit.
This short comparison by John Lim explains what he likes about PHP vs ASP and why his company is considering switching their language of choice.
This fractal created by converting logic statements into equations using fuzzy logic operators:
X: X is as true as Y is true
Y: Y is as true as X is false
See: Scientific American Magazine, February 1993, "A...
I updated John Bair's xml2obj to allow better support of actually parsing xml files. Some of the information for this came from Uche Ogbuji's articles on the web. Enjoy.
Use John J. Lee's ClientCookie and ClientForm classes to easily access password-protected web applications. A group on yahoo.com is used as an example.
... def test():
... "Test function"
Help on function test...
latin1_to_ascii -- The UNICODE Hammer -- AKA "The Stupid American"
This takes a UNICODE string and replaces Latin-1 characters with
something equivalent in 7-bit ASCII and returns a plain ASCII string.
Expands the idea from Thread-specific storage (by John E.Barham).
ThreadedContext is like a dictionary, but stores its data in a private namespace for every thread.
Wing Designer was written by Phillip J. Root and John R. Rogers
main.m will run the program.
Wing Designer was written as an educational tool to teach the concepts of engineering design trade-off and parametric analysis. The...
A minor improvement on the fminsearchbnd (bounded fminsearch) created by John D'Errico. Changes:
% Changes from fminsearchbnd:
Changes from fminsearchbnd:
1) in options structure, user may pass an 'output function' and 'plot...
Matlab implementation of the computer model of atrial fibrillation originally published by Gordon Moe and colleagues in [American Heart Journal 1964; 67(2):200-220.] To run the simulation, just type the function name (afib). It accepts no input or...
fxoptions( S0, X, rd, rf, T, vol, style)
Valuation of European and American call and put options on foreign exchange using Garman-Kohlhagen model.
European option prices are given by an exact formula (Garman-Kohlhagen).
For small number of coins, and a listing of all combinations, a better program to use is John's program "Partitions of an Integer" (see discussion below)
If you have a huge set of coins, and just want the number of...
Nonlinear median smoothers were popularized by John Tukey some years ago. The M-files in this suite are the embodiment of several. Rows or columns of a data matrix are smoothed individually. A contents file gives details and sample code.