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CFH Toolbox (Characteristic Function Option Pricing)
Implementation of Option Pricing Transform Methods
11 years 前 | 1 次下载 |
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Option Implied Moments
Compute implied return distribution moments and prices for return power contracts
11 years 前 | 1 次下载 |
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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...
11 years 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. ...
11 years 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!
11 years 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...
11 years 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...
11 years 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
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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...
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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...
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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 ...
11 years 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,...
11 years 前
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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...
11 years 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...
11 years 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...
11 years 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...
11 years 前
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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...
11 years 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...
11 years 前
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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...
11 years 前
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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...
11 years 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....
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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...
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First N Perfect Squares
*Description* Return the first N perfect squares *Example* input = 4; output = [ 1 4 9 16 ];
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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.
11 years 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...
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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...
11 years 前
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All capital?
Are all the letters in the input string capital letters? Examples: 'MNOP' -> 1 'MN0P' -> 0
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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...
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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...
11 years 前
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Create a row array using double colon operator
Create a row array from 9 to 1, using the double colon operator.
11 years 前
