An example case is considered to price an option at a maturity of T years - prices are simulated for Geometric brownian motion process at 2*T maturity, and Brownian Bridge is used to obtain prices at T maturity. Finally option prices are compared to Black Scholes values to verify results
nTIM PATRICK has been working professionally as a software architect and developer for nearly
25 years. By day he develops custom business applications in Visual Basic for small to medium-
sized organizations. He is a Microsoft Certified Solution Developer (MCSD). In April 2007,
Microsoft awarded Tim with its Most Valuable Professional (MVP) award for his work in sup-
porting and promoting Visual Basic and its community of users. Tim received his under-
graduate degree in computer science from Seattle Pacific University. You can contact him
through his web site, www.timaki.com.
This is a Switch simulation...
with 4 types of switches...
and also we have average simulation time over these 4 switches
1. No Queue
2. Input Queue
3. Input Queue with iterative
4. Output QUeue
This library implements the KLT Tracking algorithm [2004] for Feature Tracking in Video useful in computer vision tasks like object recognition, image indexing, tracking and structure from motion. This implementation uses programmable Graphics Hardware to achieve considerable speedup in the running time of the GPU-based implementation.
This library implements the KLT Tracking algorithm [2004] for Feature Tracking in Video useful in computer vision tasks like object recognition, image indexing, tracking and structure from motion. This implementation uses programmable Graphics Hardware to achieve considerable speedup in the running time of the GPU-based implementation.
This software is developed to provide ease with controller design. For PID control, options are given
to design and analyse the compensated and uncompensated system. You are free to choice among Proportional
PI, PD and PID mode of control. Both frequency and time domain characteristics can be observed. Special
Menus are given to observe time and frequency response plots. For Statefeedback controller similar options
are given. But this is limited to second order system only.
The PMAC Executive Program for the IBM PC and compatibles is a host program environment for the PMAC controller, intended as a development tool in creating PMAC applications. It provides a terminal emulator, a text editor for writing and editing PMAC motion and PLC programs, a screen to jog motors, extensive tuning utilities, plotting capabilities, and various special screens for viewing various PMAC variables and status registers.
When trying to extract information from SAR images, we need to distinguish
two types of image property. The more important is where properties of the
scene (e.g., its dielectric constant, its geometry, its motion, etc.) produce effects
in the image measurements or examination of the image then can provide
information about the scene. The second is generated purely by the system
and the signal processing.
The book presents a historical background of past and present guided missile systems and the evolution of modern weapons,discusses the generalized missile equations of motion, aerodynamic forces and coefficients, the important subject of the various types
of tactical guidance laws and/or techniques, weapon delivery systems and techniques,strategic
missiles and cruise missile theory and
design.
