M-Files for Math 5726

Below are the m-files from the lectures and lecture notes.  Pages on which they appeared are listed, so you can be sure of the context from which they were written.  (Some are not referred to explicitly in the notes.)

Matlab Introduction

• dtr.m - dumb script for trapezoidal rule
• tr.m - efficient script for trapezoidal rule
  

Heat Equation

• dcic.m - script to plot a solution of the heat equation with discontinuous initial conditions
  
• fh.m  -  pg. 20
  
• efd.m  -  pg. 35
  
• uH.m  -  pg. 36
  
• rune.m  -  pg.s 36 and 117
  
• imlu.m  -  pg. 45
  

Financial Variables

• BSCall.m  -  pg. 118
  
• vT.m  -  pg. 120
  
• vH.m  -  pg. 36
  
• genB.m  -  pg. 51
  
• cnf.m  -  pg. 52
  

American Options

• PSOR.m  -  pg. 79
  
• runa.m  -  pg. 80
  

Monte Carlo Calculations

• MCanl.m
• pimc.m
• EuroCall.m
• Asian.m