Mathematica

Fast pricer for American options
"Andrzej Kozlowski" <akoz(a)mimuw.edu.pl> wrote in message news:i1p82e$pjt$1(a)smc.vnet.net... I do not have The Mathematica Cookbook and have not seen the code for the "pricer of American options". But as someone who has spent quite a lot of time working on option pricing with Mathematica it seems to me that the... 17 Jul 2010 08:43

Transform differential equation by tranformation rule
Dear Mathematica users, I want to transform one different equation (variable r,z) to another different equation (variable x,y). The origin equation is : equation = Derivative[0, 2][u][r, z] + Derivative[1, 0][u][r, z]/r + Derivative[2, 0][u][r, z] == 0 The transform rule is : r = Cos[x]Sinh[y] z = Sin[... 20 Jul 2010 03:45

Integration by part
Dear All Could you please help me in writing a simple elegant Mathematica function to compute integration by part? I appreciate your help in advance. HMQ ... 17 Jul 2010 08:43

Hatched shading?
Is it possible to plot something like this in Mathematica? http://img682.imageshack.us/img682/1638/hatched.png How might I do the hatched shading, with customizable colors/thickness? ... 23 Jul 2010 08:04

MathLink error
Hello evribody, I'm trying to use MathLink with my diff eq library written in cpp, but I am encoutering some problems. Actually these are the error I got: error LNK2001: unresolved external symbol _stdlink error LNK2001: unresolved external symbol _MLAnswer error LNK2001: unresolved external symbol _MLMain ... 18 Jul 2010 01:59

local or global variables
HI: I have encountered a problem as follow, can anyone help? thanks a lot. when sigma is defined as local variable, the function doesn't work f[x_]:=Module[ {sigma}, sigma \. {{sigma->1},{sigma->2}} ] when sigma is NOT defined as local variable, the function works f[x_]:=Module[ {}, s... 16 Jul 2010 07:42

Changing the default width of Exported cells
Hello, I have several cells in a notebook which I would like to be able to Exportto a PDF programmatically. The cells all have tags, and I export them to a PDF by mapping the following function onto the list of tags. saveCellToPDF[tag_] := Module[{}, NotebookLocate[tag]; Export[NotebookDirectory[] <> tag <>... 16 Jul 2010 05:33

Generate #s
Dear Group: Suppose I have a list of ordered integers: example={1,5,7,9} Based on it, I want to generate a list of the form: {#[[1]], #[[5]],#[[7]],#[[9]]} I tested with simple things like: Table[#[[example[[i]]]], {i,1,Length[example]}] to no avail. How can I do it? ... 29 Jul 2010 07:29

how to display the value of w after using do?
Dear Sir/Madam, I am a beginner of Mathematica. I just wrote a Notebook(nb) in Mathematica to in order to obtain the Gauss-Hermite weights as follows: n = 5; Do[w[n][k] = Exp[z0[n][k]^2] Sqrt[Pi] 2^(n - 1) n! / (n HermiteH[n - 1, z0[n][k]])^2, {k, n}]; I press shift & Enter to Evalutate. The results c... 17 Jul 2010 08:43

Select only certain sublists matching criteria
I have a list like this: {{0, -4, 2.283}, {0.5, -4, 2.282}, {1, -4, 2.280}, {1.5, -4, 2.276}, {2, -4, 2.271}, {2.5, -4, 2.264}, {3, -4, 2.255}, {3.5, -4, 2.242}} I want to look at each list of 3 numbers, and keep only the lists where the third item in each list fits some criteria. I can do something like... 17 Jul 2010 08:43