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Learning MATLAB | Option pricing | Utility codes | Ext. Risk Neutral Densities | Econometrics | Statistics | Portfolio optimization | Various |
Utility Codes
| m file | Description | |
| cdfn.m | Cumulative distribution function and probability density of a normal N(0,1) based on the MATLAB error function. (for old MATLAB versions that don't have the built-in functions) |
Download |
| pdfn.m | Download | |
| rows.m | Some functions that are as in Gauss | Download |
| cols.m | Download | |
| vec.m | Download | |
| TestVec.m | Download | |
| vech.m | Download | UnifUnique.m | Draw a set of N unique (unsorted) numbers out of a set of numbers ranging between a and b. | Download |
| TestUnifUnique.m | Illustrates and test the uniform distributed sample. | Download |
| TraceSimplex.m | Plots dots distributed on a 2-dimensional simplex imbedded in a 3-dimensional grid. See 'Financial Modeling Under Non-Gaussian Distributions' Page 393. | Download |
| Center.m | Centers data by subtraction of the mean. | Download |
| GetStatistics.m | This function computes some descriptive statistics on stock-market returns, Results are displayed. | Download |
| Rankindx.m | Returns a vector with the ranking index of the data set. | Download |
| GetTVMoment.m | This function returns the vector of time-varying mean and variance computed over the sample horizon. | Download |
| IllustTransProb.m | Illustrates graphically how to get transition probabilities. | Download |
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