MATLAB FINANCIAL DERIVATIVES TOOLBOX Manuel d'utilisateur télécharger pdf (Page 63)

rectangular domain. The subsequent 2D plot of

X and

Y shows

how the grid is sampled.

Now, we should evaluate the

Z at each pair of the grid and generate the

surface plot. This is done with the following code:

Matlab’s command:

>> Z =3*(1-X).^2.*exp(-(X.^2) - (Y+1).^2)- ...

10*(X/5-X.^3-Y.^5).*exp(-X.^2-Y.^2)-1/3*exp(-(X+1).^2-Y.^2);

>> figure(1); mesh(X,Y,Z); xlabel('x'); ylabel('y'); zlabel('Z');

>> figure(2); surf(X,Y,Z); xlabel('x'); ylabel('y'); zlabel('Z');

Matlab’s response:

-2

-1.5

-1

-0.5

0.5

1.5

-4

-2

-6

-4

-2

1 2 ... 58 59 60 61 62 63 64 65 66 67 68 ... 118 119

Pas de commentaire

MATLAB FINANCIAL DERIVATIVES TOOLBOX Manuel d'utilisateur Page 63