Software Downloads for "Exa Derivatives"
- Pricing Derivatives Securities using MATLAB
- License: Freeware

A Zip file containing the examples that were used in the MathWorks webinar: "Pricing Derivatives Securities using MATLAB". Highlights: * Pricing a portfolio of vanilla options using Black-Scholes, a Binomial Tree and Monte Carlo simulation. * Pricing exotic options using the implied trinomial tree (ITT) method * Hedging using derivatives * Pricing interest rate derivatives using the BDT model.
- Platform: Matlab, Scripts
- Publisher: Mayeda Reyes-Kattar
- Date: 16-02-2013
- Size: 328 KB
- Variable Order Derivatives
- License: Freeware

These functions calculate fractional or complex order derivatives, when the order changes with time. Riemann-Liouville, Caputo and GrdoDsnwald-Letnikoff definitions are provided; the three variations considered by Lorenzo and Hartley are considered. Fuzzy supervised implementations in Simulink, based upon Oustaloup's Crone approximations, are also provided..
- Platform: Matlab, Scripts
- Publisher: Duarte ValdoTerio
- Date: 17-03-2013
- Size: 143 KB
- Calculation for Derivatives, CN version
- License: Freeware

for derivatives calculation use, a chinese book----I wrote..
- Platform: Matlab, Scripts
- Publisher: Jin Long
- Date: 19-04-2013
- Size: 614 KB
- A function to get the 1st derivatives of a vector with two finite boundaries
- License: Shareware

This function gets the 1st derivatives of a vector V with two boundaries Input: V = the input vector, 1D data delta_x = delta x INDstart = first index INDend = last index Output: VDx = 1st derivative of V with respect to x.
- Platform: Matlab, Scripts
- Publisher: Shao Ying Huang
- Date: 09-03-2013
- Size: 10 KB
- Chemistry - Benzene and its Derivatives
- License: Shareware

Created as an educational quiz, Chemistry - Benzene and its Derivatives contains multiple choice questions about benzene.
Chemistry - Benzene and its Derivatives is very useful for anyone that wants to test their current chemistry knowledge.
Chemistry - Benzene and its Derivatives is written in the Java programming language and can function on multiple platforms.
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- Platform: WinOther
- Publisher: Image Intelligence Software Ltd.
- Date:
- Partial Derivatives
- License: Shareware

Partial Derivatives is a simple program that finds approximate numerical values for the 1st and 2nd order partial derivatives of a function at a given point. They are approximated using central difference formulas. You may predefine constants. Handles a wide variety of functions, including trigonometric and hyperbolic functions. Results can be saved or printed. Includes a help file with instructions, example and methodology..
- Platform: Windows
- Publisher: numericalmathematics.com
- Date:
- Size: 1576 KB
- CapeTools QuantTools XL
- License: Shareware

CapeTools QuantTools XL (Excel Addin) is a financial instrument modelling toolkit. The library contains more than 2100 functions used for managing, pricing and risk management of financial derivatives. Over 120 categories of financial functions are supported : Markets (Indexes, Calendar, FX objects). Market Curves (Regular, XCCY, Bond, Repo & Credit YieldCurves as well as Volatility Curves). Query Market Curves (Query curves objects within the Market Curves category). Credit Derivatives (Credit Link Notes, Credit Default Swaps (CDS) and Options (including Regular, Binary and structured).
- Platform: Windows
- Publisher: CapeTools QuantTools
- Date: 13-11-2006
- Size: 60402 KB
- Mathstyle Pro
- License: Shareware

Mathematics solver: equalities, inequalities, systems and sets of inequalities, derivatives. Shows step-by-step solution. Useful for students and teachers. Export to pdf support..
- Platform: WinOther
- Publisher: mathstyle.pro
- Date: 16-09-2012
- Size: 6543 KB
- Derivatives Portfolio Modeler XL
- License: Freeware

Derivatives portfolio modeler XL is a powerful option strategy simulator using what-if scenarios. Requires Microsoft Excel 2003 or OpenOffice 2.0+. Employs Black-Scholes model, well documented code with scientific references..
- Platform: Linux, Unix, Windows
- Publisher: dpmxl.sourceforge.net
- Date: 10-08-2012
- Size: 35 KB
- Edge detection by nonlinear derivatives
- License: Freeware

The proposed algorithm is based on nonlinear derivatives to automatically select the best edge information. This algorithm can replace the classical derivative with the following benefits: - univocal edge localization for synthetic and real images - noise reduction with no regularization: the noise level is weaker that the noise level in the original image - better direction estimation of the gradient - can product a confident edge reference map with synthetic images - extremely efficient on salt noise OR pepper noise (this last case needs a change in the nonlinear derivatives) - still noise reduction with regularized schemes (Canny, Demigny, .
- Platform: Matlab, Scripts
- Publisher: Olivier LALIGANT
- Date: 11-03-2013
- Size: 10 KB
- Automatic Differentiation with Matlab Objects
- License: Freeware

Automatic differentiation is a technique for computing the derivatives of a function using the chain rule. Matlab objects make it easy to implement automatic differentiation. Note that this package is implemented in a rather old version of Matlab. You may need to edit it for newer versions. An example of using automatic differentiation to compute the value and derivative of the Rosenbrock function at the point [1,2] is as follows: x=adiff([1,2]); % create the automatic differentiation object at [1,2] rosen = 100*(x(1)^2-x(2))^2+(x(1)-1)^2; % compute rosenbrock func.
- Platform: Matlab, Scripts
- Publisher: William McIlhagga
- Date: 11-02-2013
- Size: 51 KB
- Pricing Derivatives
- License: Freeware

This demo shows Excel Link and the Financial Derivatives Toolbox. Inside Excel, there is a portfolio consisting of three bonds with different coupon rates and maturities, and a European call option on the 6% Bond. There is also an initial forward curve and volatility. =================== Directions: ? Open the HJMBDTdemos.xls file. ? Push the input buttons. This exports the Portfolio Data, Forward Curve, and Sigma to MATLAB ? Price the Portfolio with ?Calculate Price? button ? View the price evolution of each one of the instruments in the portfolio using the ?View Price Tree? button.
- Platform: Matlab, Scripts
- Publisher: Kas Sharma
- Date: 23-04-2013
- Size: 20 KB
- Real-Valued Spherical Harmonics
- License: Shareware

Features: [1] real-valued spherical harmonics using real coefficients [2] support flexible band intervals (l=0:dl:L) including both full band SH (dl=1) and even order only SH (dl=2) [3] evaluate both function values f(theta,phi) and the derivatives of f w.r.t theta and phi. Can be used for finding peaks of spherical functions [4] implement the spherical harmonics rotation algorithm of Ivanic and Ruedenberg.
- Platform: Matlab, Scripts
- Publisher: Bing Jian
- Date: 18-02-2013
- Size: 10 KB
- Triparabolic interpolation
- License: Shareware

Interpolates a tridimensional function and calculates a parabolic approximation to first and second derivatives at the interpolation points..
- Platform: Matlab, Scripts
- Publisher: Orlando RodrdoTsguez
- Date: 24-05-2013
- Size: 10 KB
- Hermite cubic interpolating polynomial with specified derivatives
- License: Shareware

PP = PCHIPD(X,Y,D) provides the piecewise cubic polynomial which interpolates values Y and derivatives D at the sites X. This is meant to augment the built-in Matlab function PCHIP, which does not allow the user to specify derivatives. X must be a vector. If Y and D are vectors, then Y(i) and D(i) are the value and derivative to be matched at X(i). If Y and D are matrices, then size(Y,2) == size(D,2) == length(X). Also, size(Y,1) == size(D,1). Use this for interpolating vector valued functions.
- Platform: Matlab, Scripts
- Publisher: Nick Henderson
- Date: 23-03-2013
- Size: 10 KB
- Get the 2nd derivatives of a vector with two finite boundaries
- License: Shareware

The function gets the 2nd derivatives of a vector with two finite boundaries The function gets the 2nd derivatives of a vector with two finite boundaries. function V2ndDx = get_V2ndDx(V,delta_x,INDstart,INDend) Input: V = the input vector, 1D data delta_x = delta x INDstart = first index INDend = last index Output: V2ndDx = 2nd derivative of M with respect to x (horizontal direction).
- Platform: Matlab, Scripts
- Publisher: shao ying huang
- Date: 05-03-2013
- Size: 10 KB
- CalcHelper
- License: Shareware

A project to help students calculate symbolic derivatives and integrals. Plus, a Java expression tree library for developers who may need to do such things in their programs..
- Platform: Windows
- Publisher: general_penguin
- Date:
- Size: 51 KB
- Exa Quotes
- License: Freeware

Exa Quotes is a collection of quotes that will inspire, make you laugh and prompt you to reflect. Browse the library of quotes and find inspiring motivation. Double tap or shake your phone to change the quote and even share with friends via email and SMS. Tap to activate zoom if quotes are hard to read..
- Platform: Android 1.x, Android 2.x, Android 3.x, Android 4.4, Android 4.x
- Publisher: Exa Web Solutions
- Date: 05-02-2014
- Size: 230 KB
- EXA Clothing
- License: Freeware

EXA Clothing is a lifestyle brand for the everyday woman! With 7 years of experience in the fashion industry from previous brands the founder of EXA wanted to make sure the approach to this project fit the current direction of the female lifestyle as well as trends. Rather than paint an image of how a woman should look or feel we aim to enhance the lifestyle you already have through fashion, art and events geared towards women..
- Platform: Android 2.x, Android 3.x, Android 4.4, Android 4.x
- Publisher: beingngang
- Date: 19-05-2014
- Size: 12288 KB
- Partial derivatives. Math
- License: Freeware

The application is designed for students of full-time and correspondence courses for high school students for those who want to learn or to repeat or to learn how to calculate partial derivatives of several variables functions. It may be used alone as a textbook and problem book at the same time, as well as an addition to textbooks and problem books recommended by the institution.
The main purpose of the application is to assist students in mastering key theoretical points and techniques of differentiation, as well as practical skills in getting solutions for the most common tasks on calculation of derivatives and differentials of several variables functions.
- Platform: Android 2.x, Android 3.x, Android 4.4, Android 4.x
- Publisher: Simulation Systems Ltd.
- Date: 01-06-2014
- Size: 253 KB




