Search Results for "numerical"

A real-time financial derivatives calculator supporting 171+ models from QuantLib, Financial Numerical Recipes in C++ and MetaOptions. Matrices of prices are created with iterating strikes and/or months. A strike control system can produce any strike. A generalized date engine can calculate re-occuring distances to any industry used expiration into the future. Spread engine with spread views. Models Supported: Black-Scholes, Merton-73, Black-76, Roll Geske Whaley, Garman KohlHagen, Jump Diffusion, Quanto, Vasicek Bond Option, Turnbull Wakeman Asian, TimeSwitchOption, Look Barrier, Bachelier, PartialTimeBarrier, GapOption, Extreme Spread Option, Simple Chooser, ComplexChooser, PartialFixedLB, Executive, CashOrNothing, Extendible Writer, OptionsOnOptions, BAWAmericanApprox, BSAmericanApprox, AssetOrNothing, Bisection, BAWbisection, BSbisection, Gfrench, Gcarry, Swapoption, Complex Chooser, Super Share, EquityLinkedFXO, Spread Approximation, BinaryBarrier and more

ICE is a simple mathematical calculator with very useful shortcuts for Engineer: works natively with tolerance, can run Monte Carlo analysis, uses engineer notation, includes most of the day by day functions used by engineers.

A suite of Matlab functions that calculate the tail probability / cdf / pdf / quantile of linear combination of random variables in one of the following classes: (1) symmetric random variables with support on the real axis (normal, Student's t, uniform and triangular); (2) random variables with support on the positive real axis (chi-squared and log-Lambert W x chi-squared distributions; inverse gamma distribution is temporarily disabled due to numerical issues).

Calculates the Pearson correlation coefficient for two sets of numerical data. The user has the option to add values to either set of data with the corresponding Add button or the ENTER key. In addition, the user can select one or more values from each list at a time to remove them to change the calculation. The clear button will remove all values from its corresponding list. Any questions, comments, concerns, bug reports, suggestions, etc. contact David at dxm3269@rit.edu.

A simple but powerful bulk file statistics calculator. Given operation(s) and a list of files containing identical text fields and corresponding numerical fields this program calculates and outputs a similar file with the numerical op performed.

Quicksolve is an interactive graphing calculator and programming language. It provides an intuitive interface for performing basic plots and calculations with a focus on numerical solutions. Versions will be available for both Gnome and Mac OS X.

MTAC is a powerful, yet small and easy-to-use symbolic math program written in Java. It supports complex numbers, symbolic differentiation, numerical integration, plotting, and more.