Counterparty Credit Risk and CVA
Compute the unilateral credit value (valuation) adjustment (CVA) for a bank holding a portfolio of vanilla interest-rate swaps with several counterparties. CVA is the expected loss on an over-the-counter contract or portfolio of contracts due to counterparty default. The CVA for a particular counterparty is defined as the sum over all points in time of
Modeling the United States Economy
Illustrates the use of a vector error-correction (VEC) model as a linear alternative to the Smets-Wouters Dynamic Stochastic General Equilibrium (DSGE) macroeconomic model, and applies many of the techniques of Smets-Wouters to the description of the United States economy.
Wind Farm (IG)
Phasor simulation of a 9-MW wind farm using Induction Generators (IG) driven by variable-pitch wind turbines.
How to make an animated GIF
Animates the vibration of a membrane, captures a series of screen shots, and saves the animation as a GIF image file.
Fit Exponential Models Using the fit Function
Fit an exponential model to data using the fit function.
According to LEAN thinking, a company's level of waste tells a lot about its effectiveness, its internal organization, and its strategic planning. Mantain high quality standards and low
What do you know about Electrical Stimuation?
Authors : Andrea Gargano, Paolo Seghetti, Niccolò Biasi
Single Hydraulic Cylinder Simulation
Use Simulink® to model a hydraulic cylinder. You can apply these concepts to applications where you need to model hydraulic behavior. See two related examples that use the same basic
Approximating Nonlinear Relationships: Type S Thermocouple
Approximate nonlinear relationships of a type S thermocouple.
Simulating Automatic Climate Control Systems
Simulate the working of an automatic climate control system in a car using Simulink® and Stateflow®. You can enter a temperature value you would like the air in the car to reach by double
Designing a High Angle of Attack Pitch Mode Control
Use the Control System Toolbox™ and Simulink® Control Design™ to interact with Simulink to design a digital pitch control for the aircraft. In this example, we will design the controller to
Simulation of a Bouncing Ball
Use two different approaches to modeling a bouncing ball using Simulink®.