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Matlab Finance Code

errorbarjitter

This command plots the mean (or median) ± SD of one or more samples alongside the raw data. The raw data are “jittered”. In data arrays, samples are in rows, categories are in columns. There can be differences in sample sizes between categories. Several parameters of the plot can be altered at the command line, including plotting mean to the left or right of the raw data and plotting SD with or without caps. Categories can be sorted in ascending order by mean (or median). Category names are provided in separate cell array (colheaders). “data” and “colheaders” are the default names for data imported from an Excel file.

Moody’s KMV Matlab Code

When looking forward at a future date, economic default occurs when the asset value drops below debt. The debt level triggering default is unclear since debt amortizes by fractions according to some schedule. KMV uses a debt value combining short-term debt at horizon plus a fraction of the long-term debt. The issue is to determine the chances that the asset value will fall below that level.
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