Software Tutorials

Our software tutorials, covering both basic usage and advanced features, are categorized by

• Language
• Application

If you need help with a topic that is not covered in these tutorials, then please feel free to contact us with questions or requests for additional information. For larger projects, we can provide assistance through our consulting and training services.

Software Tutorials By Language

• MATLAB
  • Option Pricing
    • Binomial Methods
      • Cox-Ross-Rubinstein binomial model
      • Cox-Ross-Rubinstein With Drift binomial model
      • Jarrow-Rudd binomial model
      • Jarrow-Rudd Risk Neutral binomial model
      • Leison-Reimer binomial model
      • Tian binomial model
    • Monte Carlo Methods
      • Pricing an Asian Option
      • Pricing a Spread Option
      • Simulating Multiple Asset Paths
      • Using Antithetic Variates
      • Using Control Variates
      • Halton's Quasi-Random Sequence
      • Generating Correlated Asset Paths
    • Finite Difference Methods
      • Explicit Method
      • Implicit Method
      • Crank-Nicolson Method
  • Econometrics
  • Portfolio Optimization
  • Technical Analysis
  • The CQG-MATLAB API
    • Limitations of the MATLAB COM Interface
    • Enhancing the CQG Supplied CQG-MATLAB API Examples
    • Examples
      • Obtaining Realtime Tick Data
      • Obtaining Realtime TimedBars
      • Calculating The Greeks
• Simulink
  • General Tutorials
    • Simulink Essentials - Building, Simulating and Visualizing Models
    • Interfacing Simulink with MATLAB
    • Simulating from the MATLAB Command Line
    • Creating Subsystems
    • Creating Masked Subsystems
    • Creating Custom Libraries
    • Using get_param and set_param
    • Building Simulink Models using MATLAB Code
    • Writing Simulink S-Functions
      • Example M-Code S-Functions
      • Example C-Mex S-Functions
    • Using Embedded MATLAB Blocks in Simulink
    • Modeling Hybrid Continuous-Discrete Systems
  • Application Specific Tutorials
    • Object Tracking Using an Extended Kalman Filter
    • A Simple Kalman Filter Implementation
    • A Simple Kalman-Bucy Filter Implementation
    • An Automotive Slip Controller
    • An Automotive Quarter Car Model
    • Using an Extended Kalman Filter for Estimating Vehicle Dynamics and Mass
• VBA
• C++

Software Tutorials By Application

• Financial Engineering
  • Option Pricing
    • Binomial Methods
      • Cox-Ross-Rubinstein binomial model
      • Cox-Ross-Rubinstein With Drift binomial model
      • Jarrow-Rudd binomial model
      • Jarrow-Rudd Risk Neutral binomial model
      • Leison-Reimer binomial model
      • Tian binomial model
    • Monte Carlo Methods
      • Pricing an Asian Option
      • Pricing a Spread Option
      • Simulating Multiple Asset Paths
      • Using Antithetic Variates
      • Using Control Variates
      • Halton's Quasi-Random Sequence
      • Generating Correlated Asset Paths
    • Finite Difference Methods
      • Explicit Method
      • Implicit Method
      • Crank-Nicolson Method
  • Econometrics
  • Portfolio Optimization
  • Technical Analysis
  • The CQG-MATLAB API
    • Limitations of the MATLAB COM Interface
    • Enhancing the CQG Supplied CQG-MATLAB API Examples
    • Examples
      • Obtaining Realtime Tick Data
      • Obtaining Realtime TimedBars
      • Calculating The Greeks
• Control System Design
  • Simulink Essentials - Building, Simulating and Visualizing Models
  • PID Controller Design
  • Loop Shaping
  • Kalman Filtering
    • Object Tracking Using an Extended Kalman Filter
    • A Simple Kalman Filter Implementation
    • A Simple Kalman-Bucy Filter Implementation
    • Using an Extended Kalman Filter for Estimating Vehicle Dynamics and Mass
  • An Automotive Slip Controller

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