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CFH Toolbox (Characteristic Function Option Pricing)
Implementation of Option Pricing Transform Methods
約12年 前 | ダウンロード 2465 件 |
送信済み
Option Implied Moments
Compute implied return distribution moments and prices for return power contracts
約12年 前 | ダウンロード 700 件 |
解決済み
Multiply a column by a row
* Given a column vector C and and a row vector R. * Output a matrix M. * Every column of M equals to C multiplied by correspon...
12年以上 前
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So many choices
For inputs _n_ and _k_ (in that order), output the number of ways that k objects can be chosen from amongst n distinct objects. ...
12年以上 前
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Number of Horns on a unicorn!
Calculate the number of horns on a *unicorn*! And I'm talking about a unicorn with not more than one horn on it!
12年以上 前
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Back to basics 21 - Matrix replicating
Covering some basic topics I haven't seen elsewhere on Cody. Given an input matrix, generate an output matrix that consists o...
12年以上 前
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Back to basics 1 - Saving
Covering some basic topics I haven't seen elsewhere on Cody. Given an input variable 'x', save it to disk in a file named 'co...
12年以上 前
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Compute a dot product of two vectors x and y
x and y are input vectors, d is a number and contains their dot product
12年以上 前
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Duplicate each element of a vector.
for an n-dimensional vector x, the function should return another vector 2n-dimension which each element is repeated twice. Ex...
12年以上 前
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All your base are belong to us
Find the base _b_ logarithm of the input decimal number _x_. Express the output as a decimal number. The first argument is the n...
12年以上 前
解決済み
Who knows the last digit of pi?
There is only one man who knows the last digit of pi, who is that man? Give the name of that man, who, by popular believe, can ...
12年以上 前
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Check if number exists in vector
Return 1 if number _a_ exists in vector _b_ otherwise return 0. a = 3; b = [1,2,4]; Returns 0. a = 3; b = [1,...
12年以上 前
解決済み
Maximum running product for a string of numbers
Given a string s representing a list of numbers, find the five consecutive numbers that multiply to form the largest number. Spe...
12年以上 前
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Return the largest number that is adjacent to a zero
This example comes from Steve Eddins' blog: <http://blogs.mathworks.com/steve/2009/05/27/learning-lessons-from-a-one-liner/ Lear...
12年以上 前
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Remove the vowels
Remove all the vowels in the given phrase. Example: Input s1 = 'Jack and Jill went up the hill' Output s2 is 'Jck nd Jll wn...
12年以上 前
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Side of a rhombus
If a rhombus has diagonals of length x and x+1, then what is the length of its side, y? <<http://upload.wikimedia.org/wikipe...
12年以上 前
解決済み
Area of an equilateral triangle
Calculate the area of an equilateral triangle of side x. <<http://upload.wikimedia.org/wikipedia/commons/e/e0/Equilateral-tr...
12年以上 前
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Dimensions of a rectangle
The longer side of a rectangle is three times the length of the shorter side. If the length of the diagonal is x, find the width...
12年以上 前
解決済み
Is this triangle right-angled?
Given any three positive numbers a, b, c, return true if the triangle with sides a, b and c is right-angled. Otherwise, return f...
12年以上 前
解決済み
Length of a short side
Calculate the length of the short side, a, of a right-angled triangle with hypotenuse of length c, and other short side of lengt...
12年以上 前
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Length of the hypotenuse
Given short sides of lengths a and b, calculate the length c of the hypotenuse of the right-angled triangle. <<http://upload....
12年以上 前
解決済み
Is this triangle right-angled?
Given three positive numbers a, b, c, where c is the largest number, return *true* if the triangle with sides a, b and c is righ...
12年以上 前
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First N Perfect Squares
*Description* Return the first N perfect squares *Example* input = 4; output = [ 1 4 9 16 ];
12年以上 前
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Back to basics 11 - Max Integer
Covering some basic topics I haven't seen elsewhere on Cody. Return the largest positive integer MATLAB can handle.
12年以上 前
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Back to basics 8 - Matrix Diagonals
Covering some basic topics I haven't seen elsewhere on Cody. Given an input vector of numbers, output a square array with the...
12年以上 前
解決済み
Multielement indexing of a row array
The row array birthRateChina stores the China birth rate (per 1000 people) for years 2000 to 2012. Write a statement that create...
12年以上 前
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All capital?
Are all the letters in the input string capital letters? Examples: 'MNOP' -> 1 'MN0P' -> 0
12年以上 前
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Right and wrong
Given a vector of lengths [a b c], determines whether a triangle with those sides lengths is a right triangle: <http://en.wikipe...
12年以上 前
解決済み
Back to basics 6 - Column Vector
Covering some basic topics I haven't seen elsewhere on Cody. Given an input vector, output true or false whether it is a colu...
12年以上 前
解決済み
Create a row array using double colon operator
Create a row array from 9 to 1, using the double colon operator.
12年以上 前
