Books.google.de - This is a lively textbook providing a solid introduction to financial option valuation for undergraduate students armed with a working knowledge of a first year calculus. Written in a series of short chapters, its self-contained treatment gives equal weight to applied mathematics, stochastics and computational. An Introduction to Financial Option Valuation. In quantum mechanics, the uncertainty principle, also known as Heisenberg's uncertainty principle or Heisenberg's indeterminacy principle, is any of a variety of. %CH21 Program for Chapter 21%% Up-and-out call option% Uses Monte Carlo with antithetic variates randn('stateMOO)%%%%%% Problem and method parameters%%%%%%%%% S = 5; E = 6; sigma = 0.25; r = 0.05; T = 1; B = 9; Dt = 1e-3; N = T/Dt; M = 1e4; V = zeros(M,1); Vanti = zeros(M,1); fori = 1:M samples. LMX2492, LMX2492-Q1 SNAS624B –MARCH 2014–REVISED MAY 2015 www.ti.com Table of Contents 1 Features. Industry Leading Conventional Optimization Capabilities from Analytic Solver Comprehensive provides best-in-class tools to help you solve virtually any conventional optimization problem of any size. Excel Solver compatible Use existing Solver models and VBA macros as-is, but solve faster -- just open your workbook and solve. Unlimited size models Handle problems with up to 8,000 decision variables (40 times larger than the Excel Solver) using built-in Solver engines, and virtually unlimited size problems with. Easier model building Our Constraint Wizard helps you think about and define constraints. Helps you better understand your model, refine it for better answers in less time, and find and correct any errors. When you're up to speed, gives you expert help only when you encounter an error. Dimensional modeling Build more structured, easily readable, compact Excel models, that represent such as products, customer types, geographic regions, or time periods. Helpful example models Over 60 example models show you step by step how to create a basic Solver model, build more complex models, and use more advanced features. Better solutions Find better solutions to portfolio optimization problems, global optimization problems, and models using arbitrary Excel functions with the built-in LP/Quadratic, SOCP Barrier, Interval Global and Evolutionary Solvers. Faster solutions Find solutions between 2X and 200X faster thanks to more advanced Solver engines, better optimization algorithms, and our super-fast, proven accurate PSI Interpreter. Insightful reports & charts Easily understand and share results, and get insight into the key drivers of your model results and potential decision trade-offs you can make. Easy to use interface Use either a dialog-based interface that matches the basic Excel Solver, or our Ribbon and Task Pane interface with quick access to advanced features and help. Remove guesswork Simply define your model in Excel -- Premium Solver Platform will analyze it algebraically and choose the best available Solver engine for it. Automatic transformation Premium Solver Platform goes beyond model analysis -- if your model would solve slowly because it uses functions like IF, VLOOKUP and HLOOKUP, MIN and MAX, it will seek to your model automatically into a form that can be solved much more quickly and accurately. An AI programming challenge for all levels Users code bots to compete on a virtual board in a range of languages, strategies, or using machine learning. Upgrade Solver Engines We developed the solver in Excel -- you get an extremely powerful, 100% compatible upgrade now, and the ability to 'plug in' the world's best Solver engines for every type of optimization problem, whenever you need them. Your plug-in Solver engines will work with all our Platform products. Industry Leading Simulation and Stochastic Optimization Capabilities from Analytic Solver Comprehensive provides best-in-class tools to solve simulation/risk analysis and stochastic optimization problems of any size. Solve any model type Since it handles conventional optimization, simulation optimization, and stochastic optimization problems, you can build virtually any model you want, and let Analytic Solver Platform take it from there. Rich simulation features Over 50 probability distributions and over 50 statistics, risk measures and Six Sigma metrics are included, as well as the ability to fit distributions and automatically update them. Seamless integration All functions work as native Excel functions, so if you know even a little about Excel you'll be up and running in no time. Insightful charts From instant preview charts of distributions and fully customizable charts of inputs and outputs, to customizable multi-chart windows with full data visualization features, to charts that automatically cover multiple parameterized simulations, Analytic Solver Platform gives you greater insights. The fastest simulations At up to 100x faster than competing alternatives thanks to our super-fast, proven accurate PSI Interpreter, you'll spend less time watching your simulation run, and more time analyzing results. Build decision trees Build multi-stage decision trees with point-and-click ease, and modify them right in Excel. Simulate over trees Add probability distributions and run simulations, to see the true range of outcomes for each decision alternative. Full sensitivity analysis See how your optimal decisions change as you vary the chances and payoffs across multiple outcomes. Wizards and Guided Mode Our Distribution Wizard helps you define probability distributions. Helps you better understand and refine your stochastic optimization model, and find and correct any errors. Gives you expert help only when you encounter an error. Helpful example models Over 60 example models show you how to create Monte Carlo simulation models, decision tree models, simulation optimization models, and stochastic optimization models with chance constraints and recourse decisions. The fastest optimizations Analytic Solver Platform can handle the most challenging stochastic optimization models, thanks to advanced methods such as stochastic decomposition, more advanced Solver engines, and our super-advanced PSI Interpreter. Industry Leading Data Mining, Text Mining and Predictive Analytics from Analytic Solver Comprehensive provides best-in-class tools for forecasting, classification and prediction, feature selection and text analysis. Use data from many sources Sample data from spreadsheets, text files and SQL databases, including Microsoft's PowerPivot in-memory database handling 100 million rows or more. Visualize your data Use visualization aids from simple bar, line and histogram charts to multiple linked charts, instant axis changes, colors, panels, zooming, brushing and more. Analyze text for insights Automatically transform free-form text into structured data, identifying most frequent terms and extracting key concepts with latent semantic indexing [XLMiner Platform]. Clean & transform data Clean and transform your data with a comprehensive set of data handling utilities including categorizing data and handling missing values. Identify key features Use feature selection to automatically identify columns or variables with the greatest explanatory power for your desired classification or prediction task. Reduce and cluster data Use principal components to reduce columns, and k-means clustering or hierarchical clustering to group data by rows. Partition for training Easily partition your data into training, validation, and test datasets, with no limits on dataset size -- even 'on the fly' as you build a predictive model. Forecast time series Apply the most popular exponential smoothing and Box-Jenkins ( ARIMA) methods with seasonality to forecast time series, such as sales and inventory, from historical data. Prediction methods Use powerful multiple linear regression with variable selection, and data mining methods like k-nearest neighbors, and ensembles of regression trees and neural networks. Classification methods Use classical discriminant analysis and logistic regression, and data mining methods like k-nearest neighbors, naive Bayes, and ensembles of classification trees and neural networks. Affinity analysis Use market basket analyses and recommender systems with association rules. Easy to use interface Use a Ribbon interface, with Wizard-style dialogs to guide you through model and option selections. Example datasets Over 30 example datasets give you practice with a range of prediction, classification, time series forecasting, and affinity analysis problems. Help and support Access extensive online Help, or review our 400+ page XLMiner User Guide to get your questions answered. Start with a free trial of Analytic Solver Basic - get access to every feature for Optimization, Simulation and Data Mining. Then keep access to every feature, while you upgrade (and pay for) greater size/speed in only the areas you need. You Can Do This - We're Here To Help Documentation From a simple Ribbon and Task Pane interface, to instant-access online Help, our 21-page QuickStart Guide, and over 1,800 pages of User and Reference Guides, we've got you covered. Textbooks If our built-in documentation isn't enough, scores of textbooks for MBA analytics courses use Analytic Solver software throughout, with step-by-step instructions and example models. Wizards Our Constraint Wizard helps you think through and then define the right constraints for your optimization model. Our Distribution Wizard does the same for probability distributions in your simulation model. Guided Mode Guided Mode takes you step-by-step through automatic diagnosis of your optimization model, recommended Solver Engines, and interpreting result messages. Auto-Help Mode steps in only when a problem arises. Live Chat Only Frontline Solvers offer quick access to Tech Support via Live Chat from inside Excel -- automatically passing error information to our support reps. Your Free Trial Includes:• Optimization, Simulation, Data Mining • Wizards, Guided Mode, Online Help • Over 100 Example Models and Datasets • Support via Live Chat, Phone and Email • Quick Start and Full User Guides • Frontline Solvers Reference Guide • Analytic Solver Basic 15 Day License • Test Runs of large models/datasets • 15 Day Trial of AnalyticSolver.com Just enter your name and email address, company and phone, pick the closest 'User Type,' and click the Register for Download button. You can download immediately after registering, or return later anytime -- just login with your email address.• 15-Day Full Access to Analytics for Excel • 15-Day access to AnalyticSolver.com • 100+ Example Models & Datasets • Complimentary Support via Live Chat, Phone & Email • Full User Guide and Reference Guide • Wizards, Guided Mode & Online Help.
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