Matthias Held

Last seen: oltre 5 anni fa | Attivo dal 2013

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CFH Toolbox (Characteristic Function Option Pricing)
Implementation of Option Pricing Transform Methods

oltre 11 anni fa | 1 download |

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Option Implied Moments
Compute implied return distribution moments and prices for return power contracts

oltre 11 anni fa | 1 download |

5.0 / 5

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Multiply a column by a row
* Given a column vector C and and a row vector R. * Output a matrix M. * Every column of M equals to C multiplied by correspon...

quasi 12 anni fa

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So many choices
For inputs _n_ and _k_ (in that order), output the number of ways that k objects can be chosen from amongst n distinct objects. ...

quasi 12 anni fa

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Number of Horns on a unicorn!
Calculate the number of horns on a *unicorn*! And I'm talking about a unicorn with not more than one horn on it!

quasi 12 anni fa

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Back to basics 21 - Matrix replicating
Covering some basic topics I haven't seen elsewhere on Cody. Given an input matrix, generate an output matrix that consists o...

quasi 12 anni fa

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Back to basics 1 - Saving
Covering some basic topics I haven't seen elsewhere on Cody. Given an input variable 'x', save it to disk in a file named 'co...

quasi 12 anni fa

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Compute a dot product of two vectors x and y
x and y are input vectors, d is a number and contains their dot product

quasi 12 anni fa

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Duplicate each element of a vector.
for an n-dimensional vector x, the function should return another vector 2n-dimension which each element is repeated twice. Ex...

quasi 12 anni fa

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All your base are belong to us
Find the base _b_ logarithm of the input decimal number _x_. Express the output as a decimal number. The first argument is the n...

quasi 12 anni fa

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Who knows the last digit of pi?
There is only one man who knows the last digit of pi, who is that man? Give the name of that man, who, by popular believe, can ...

quasi 12 anni fa

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Check if number exists in vector
Return 1 if number _a_ exists in vector _b_ otherwise return 0. a = 3; b = [1,2,4]; Returns 0. a = 3; b = [1,...

quasi 12 anni fa

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Maximum running product for a string of numbers
Given a string s representing a list of numbers, find the five consecutive numbers that multiply to form the largest number. Spe...

quasi 12 anni fa

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Return the largest number that is adjacent to a zero
This example comes from Steve Eddins' blog: <http://blogs.mathworks.com/steve/2009/05/27/learning-lessons-from-a-one-liner/ Lear...

quasi 12 anni fa

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Remove the vowels
Remove all the vowels in the given phrase. Example: Input s1 = 'Jack and Jill went up the hill' Output s2 is 'Jck nd Jll wn...

quasi 12 anni fa

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Side of a rhombus
If a rhombus has diagonals of length x and x+1, then what is the length of its side, y? <<http://upload.wikimedia.org/wikipe...

quasi 12 anni fa

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Area of an equilateral triangle
Calculate the area of an equilateral triangle of side x. <<http://upload.wikimedia.org/wikipedia/commons/e/e0/Equilateral-tr...

quasi 12 anni fa

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Dimensions of a rectangle
The longer side of a rectangle is three times the length of the shorter side. If the length of the diagonal is x, find the width...

quasi 12 anni fa

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Is this triangle right-angled?
Given any three positive numbers a, b, c, return true if the triangle with sides a, b and c is right-angled. Otherwise, return f...

quasi 12 anni fa

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Length of a short side
Calculate the length of the short side, a, of a right-angled triangle with hypotenuse of length c, and other short side of lengt...

quasi 12 anni fa

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Length of the hypotenuse
Given short sides of lengths a and b, calculate the length c of the hypotenuse of the right-angled triangle. <<http://upload....

quasi 12 anni fa

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Is this triangle right-angled?
Given three positive numbers a, b, c, where c is the largest number, return *true* if the triangle with sides a, b and c is righ...

quasi 12 anni fa

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First N Perfect Squares
*Description* Return the first N perfect squares *Example* input = 4; output = [ 1 4 9 16 ];

quasi 12 anni fa

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Back to basics 11 - Max Integer
Covering some basic topics I haven't seen elsewhere on Cody. Return the largest positive integer MATLAB can handle.

quasi 12 anni fa

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Back to basics 8 - Matrix Diagonals
Covering some basic topics I haven't seen elsewhere on Cody. Given an input vector of numbers, output a square array with the...

quasi 12 anni fa

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Multielement indexing of a row array
The row array birthRateChina stores the China birth rate (per 1000 people) for years 2000 to 2012. Write a statement that create...

quasi 12 anni fa

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All capital?
Are all the letters in the input string capital letters? Examples: 'MNOP' -> 1 'MN0P' -> 0

quasi 12 anni fa

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Right and wrong
Given a vector of lengths [a b c], determines whether a triangle with those sides lengths is a right triangle: <http://en.wikipe...

quasi 12 anni fa

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Back to basics 6 - Column Vector
Covering some basic topics I haven't seen elsewhere on Cody. Given an input vector, output true or false whether it is a colu...

quasi 12 anni fa

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Create a row array using double colon operator
Create a row array from 9 to 1, using the double colon operator.

quasi 12 anni fa

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