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.
A small utility module that allows registration of mouse wheel events through the Mouse Wheel jQuery Plugin.
Ghost Wheel is a packrat parser generator handling scanning and parsing of context-free grammars. Parsers can be built using an PEG-like syntax or a with a Ruby DSL.
A Native .NET Content Management Solution is a web based content management application in ASP.NET. This tool offers various facility to create various content in their ASP pages and also provides various solutions for content management in their...
Generating native Excel spreadsheets is an article in which the author gives more details about Excel Work book. In this tutorial the author gives details about CreateExcelWorkbook method which helps in executing the stored procedure to return a...
The Java native compilers when it was introduced looked to overtake the JVM. But the Java code?s portability will stay in spite of the growing popularity of the Java native compilers. There are still lots of issues with the Java language that rule...
bigFORTH is a native code Forth. It is available for Linux and Windows 2000/XP under GPL. The most striking feature is the graphical user interface MINOS (GUI in Forth) and the form editor Theseus (Theseus is still beta). These are the other...
The DatePicker lets users easily select valid dates from a dropdown calendar. No need to worry about date formats, by picking dates it's always correct.
- Dates can be specified in many ways:
- Type into the date...
It is a GUI that calculates the activity of a certain isotope before or after the measurement date and time. It has an extensive list of isotopes used in nuclear medicine.
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...
The function is much faster than Matlab's native (dct, idct, dct2, idct2). It also allows N-D (multidimensional) input.
y=mirt_dctn(x); % forward DCT
x=mirt_idctn(y); % inverse DCT
The roulette wheel operator is a proportionate reproductive operator, where a string is selected from the mating pool with a probability proportional to the fitness.
For a given set of fitness value,This program uses the roulette wheel...
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)
phpwsBB is a native bulletin board module for the phpWebSite content manage system, version 0.9.3-4 or later.
Features of phpwsBB - phpWebSite Bulletin Board:
- thread monitoring and administration,
- including marking threads...
Roadsend PHP Compiler is a free, open source native compiler for the PHP language. It compiles PHP source code to stand alone, native binaries which do not require an interpreter.
Roadsend Compiler can build online web applications with...
Makes the native WordPress galleries use a lightbox script called ColorBox to display the fullsize images right there in the page. No modifications required.
You can also make single non-[gallery] images use the lightbox by giving their...
The Invasive Species Specialist Group has launched the Invasive Species of the Week to highlight the impacts of invasive species on native biodiversity and vulnerable ecosystems. A different species will be featured each week.
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...
The first NATIVE 1.5 plugin (now available for Joomla 1.0) to execute php code within a content item! For security reasons, only administrators are allowed to include php code. All other authors will be ignored (and the php code displayed).