An example case is considered to price an option at a maturity of T years - prices are simulated for Geometric brownian motion process at 2*T maturity, and Brownian Bridge is used to obtain prices at T maturity. Finally option prices are compared to Black Scholes values to verify results
標簽： considered simulated maturity example
上傳時間： 2017-05-07
上傳用戶：hjshhyy
nTIM PATRICK has been working professionally as a software architect and developer for nearly 25 years. By day he develops custom business applications in Visual Basic for small to medium- sized organizations. He is a Microsoft Certified Solution Developer (MCSD). In April 2007, Microsoft awarded Tim with its Most Valuable Professional (MVP) award for his work in sup- porting and promoting Visual Basic and its community of users. Tim received his under- graduate degree in computer science from Seattle Pacific University. You can contact him through his web site, www.timaki.com.
標簽： professionally architect developer software
上傳時間： 2013-12-26
上傳用戶：asdfasdfd
CHM電子書，JAVA并發式編程 By Brian Goetz, Tim Peierls, Joshua Bloch, Joseph Bowbeer, David Holmes, Doug Lea
上傳時間： 2014-01-21
上傳用戶：牛布牛
This is a Switch simulation... with 4 types of switches... and also we have average simulation time over these 4 switches 1. No Queue 2. Input Queue 3. Input Queue with iterative 4. Output QUeue
標簽： simulation switches average Switch
上傳時間： 2017-05-20
上傳用戶：徐孺
This library implements the KLT Tracking algorithm [2004] for Feature Tracking in Video useful in computer vision tasks like object recognition, image indexing, tracking and structure from motion. This implementation uses programmable Graphics Hardware to achieve considerable speedup in the running time of the GPU-based implementation.
標簽： Tracking implements algorithm Feature
上傳時間： 2013-12-10
上傳用戶：trepb001
This library implements the KLT Tracking algorithm [2004] for Feature Tracking in Video useful in computer vision tasks like object recognition, image indexing, tracking and structure from motion. This implementation uses programmable Graphics Hardware to achieve considerable speedup in the running time of the GPU-based implementation.
標簽： Tracking implements algorithm Feature
上傳時間： 2013-12-19
上傳用戶：WMC_geophy
This software is developed to provide ease with controller design. For PID control, options are given to design and analyse the compensated and uncompensated system. You are free to choice among Proportional PI, PD and PID mode of control. Both frequency and time domain characteristics can be observed. Special Menus are given to observe time and frequency response plots. For Statefeedback controller similar options are given. But this is limited to second order system only.
標簽： controller developed software control
上傳時間： 2017-07-25
上傳用戶：aysyzxzm
The PMAC Executive Program for the IBM PC and compatibles is a host program environment for the PMAC controller, intended as a development tool in creating PMAC applications. It provides a terminal emulator, a text editor for writing and editing PMAC motion and PLC programs, a screen to jog motors, extensive tuning utilities, plotting capabilities, and various special screens for viewing various PMAC variables and status registers.
標簽： PMAC compatibles environment Executive
上傳時間： 2017-07-31
上傳用戶：123456wh
When trying to extract information from SAR images, we need to distinguish two types of image property. The more important is where properties of the scene (e.g., its dielectric constant, its geometry, its motion, etc.) produce effects in the image measurements or examination of the image then can provide information about the scene. The second is generated purely by the system and the signal processing.
標簽： distinguish information extract trying
上傳時間： 2014-01-09
上傳用戶：huyiming139
The book presents a historical background of past and present guided missile systems and the evolution of modern weapons,discusses the generalized missile equations of motion, aerodynamic forces and coefficients, the important subject of the various types of tactical guidance laws and/or techniques, weapon delivery systems and techniques,strategic missiles and cruise missile theory and design.
標簽： background historical and presents
上傳時間： 2017-08-14
上傳用戶：jennyzai
