code to price a n-to-default basket CDS. It takes as input hazard rate coefficients and uses T-copula model to calculate fair rate of CDS
标签： n-to-default coefficients T-copul basket
上传时间： 2013-12-24
上传用户：小鹏
This section contains a brief introduction to the C language. It is intended as a tutorial on the language, and aims at getting a reader new to C started as quickly as possible. It is certainly not intended as a substitute for any of the numerous textbooks on C. 2. write a recursive function FIB (n) to find out the nth element in theFibanocci sequence number which is 1,1,2,3,5,8,13,21,34,55,…3. write the prefix and postfix form of the following infix expressiona + b – c / d + e * f – g * h / i ^ j4. write a function to count the number of nodes in a binary tr
标签： introduction the contains intended
上传时间： 2013-12-23
上传用户：liansi
The Window Design Method The basic idea behind the design of linear-phase FIR filters using the window method is to choose a proper ideal frequency-selective filter [which always has a noncausal, infinite duration impulse response] and then truncate its impulse response hd[n] to obtain a linear-phase and causal FIR filter h[n]. To truncate the impulse response of the ideal filter a time window w[n] is used. Available windows in Matlab are rectangular [or boxcar in Matlab], bartlett, hamming, hanning
标签： linear-phase The the filters
上传时间： 2017-03-20
上传用户：PresidentHuang
Embest S3C44B0X Evaluation Board RTC Test Example RTC Check(Y/N)? y Set Default Time at 2004-12-31 FRI 23:59:59 Set Alarm Time at 2005-01-01 00:00:01 ... RTC Alarm Interrupt O.K. ... Current Time is 2005-01-01 SAT 00:00:01 RTC Working now. To set date(Y/N)? y Current date is (2005,01,01, SAT). input new date (yy-mm-dd w): 5-2-23 3 Current date is: 2005-02-23 WED RTC Working now. To set time(Y/N)? y Current time is (00:00:21). To set time(hh:mm:ss): 19:32:5 Current Time is 2005-02-23 WED 19:32:
标签： Evaluation RTC S3C44B0X Default
上传时间： 2014-01-03
上传用户：baiom
QR ALGORITHM To obtain the eigenvalues of a symmetric, tridiagonal n by n matrix
标签： eigenvalues tridiagonal ALGORITHM symmetric
上传时间： 2014-01-15
上传用户：凌云御清风
用汇编语言,并且递归求菲波那契函数FIB(N)---(N from 1 to 24) (huangyujie)
标签： huangyujie from FIB 24
上传时间： 2014-01-14
上传用户：banyou
著名的n皇后问题。实现结果为 请输入这是一个几皇后问题:4 4皇后问题有解为: 2 4 1 3 4皇后问题有解为: 3 1 4 2 Press any key to continue
上传时间： 2015-06-02
上传用户：cx111111
Routine mampres: To obtain amplitude response from h(exp(jw)). input parameters: h :n dimensioned complex array. the frequency response is stored in h(0) to h(n-1). n :the dimension of h and amp. fs :sampling frequency (Hz). iamp:If iamp=0: The Amplitude Res. amp(k)=abs(h(k)) If iamp=1: The Amplitude Res. amp(k)=20.*alog10(abs(h(k))). output parameters: amp :n dimensioned real array. the amplitude-frequency response is stored in amp(0) to amp(n-1). Note: this program will generate a data file "filename.dat" . in chapter 2
标签： dimensione parameters amplitude response
上传时间： 2013-12-19
上传用户：xfbs821
工程计算MATLAB code to calculate the reorthogonalized sine tapers input: N = the length of the time series data to be tapered p = the number of tapers requested I = the gap structure a vector of length N I(t) = 1 if there is data at time t, t=1, ..., N I(t) = 0 if there is a gap at time t output: X = N-by-p vector of the reorthogonalized sine taper
标签： the reorthogonalized calculate MATLAB
上传时间： 2013-12-17
上传用户：wangyi39
Adds noise to processes x1(n) and x2(n), at SNR=snr, using seeds s1 and s2.
上传时间： 2015-08-07
上传用户：宋桃子
