| m file |
Description |
| plotCaFuNorm.m |
Plots the real part of Normal characteristic function. |
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| iftplay.m |
Inversion of a characteristic function via FFT, observation of bias and correction. |
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| SimInvCdf.m |
Implementation of the inverse cdf method to simulate observations from a normal density. |
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| simexpon.m |
Simulation of exponential draws obtained via the inverse CDF method. |
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| simgbm1.m |
Simulation of a bushel of geometric Brownian motions. |
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| StatCompDeltaSim.m |
Simulates various geometric Brownian motions as to illustrate comparative statics. |
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| simnorm.m |
Simulation of normal N(0,1) variants as they come out of the box. |
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| SimulateRW.m |
Simulation of a random walk. |
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| SimUnif.m |
Simulation of uniform draws and graphical representation. |
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| StkIdx.xls |
A database with data that may be used to play with some real data. |
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| TraceSP500.m |
Traces the SP500 series out of the database. |
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| stat1.m |
Illustration that the mean is a consistent estimate. |
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| stat2.m |
Illustration that the mean is an unbiased estimate. |
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| stat3.m |
Illustration that the variance may be biased. |
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| stat3.m |
Illustration that the variance may be biased. |
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| InverseCDFPic.m |
Inverse cdf method illustrated by a picture. |
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| SimPoiss.m |
Draws a sample of Poisson distributed data. |
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| TestSimPoiss.m |
Illustrates what goes on |
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| SimCompPoiss.m |
Generates a Poisson process. Jumps may be of constant size or distributed normally. Process may be compensated or not. |
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| TestSimCompPoiss.m |
Test the SimCompPoiss.m |
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| Bisection.m |
For a given function that may be a vector but that takes a real argument compute zeros using bisection algorithm. |
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| Kendall.m |
Computes Kendall's tau rank correlation coefficient. |
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