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function decode_utf8(x::Char) | |
c = reinterpret(UInt32, x) | |
if c < 0x00000080 | |
return c | |
end | |
if 0x0000C200 <= c & 0x0000FF00 <= 0x0000DF00 | |
if c & 0xffff0000 == 0 && 0x00000080 <= c & 0x000000FF <= 0x000000BF | |
return (c & 0x0000003F) | ((c & 0x00001F00) >> 2) | |
end | |
end |
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import math | |
import random | |
import statistics | |
import numpy | |
from timeit import default_timer as timer | |
from numba import jit | |
def v_asian_sample(T, r, K, s, X0, m): | |
xhat = 0.0 | |
X = X0 |
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function v_asian_sample(T, r, K, σ, X₀, m::Integer) | |
X = X₀ | |
x̂ = zero(X) | |
Δ = T/m | |
for i in 1:m | |
X *= exp((r-σ^2/2)*Δ + σ*√Δ*randn()) | |
x̂ += X | |
end | |
exp(-r*T)*max(x̂/m - K, 0) | |
end |
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using StatsBase # sample function | |
using Combinatorics # combinations function | |
using Plots # plotting infrastructure | |
# Code calculating distribution of HCP in hands of a pair of players in bridge | |
# Ace is worth 4 points, King 3, Queen 2, Jack 1, all other cards (36 in total) count as 0 | |
# Get the distribution using simulation | |
function sim_hand() | |
n = 1_000_000 |
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using Requests | |
using StatsBase | |
const URL = "https://drive.google.com/uc?export=download&id=0B6ZlG_Eygdj-c1kzcmUxN05VUXM" | |
const ZNAME = "developer_survey_2017.zip" | |
const DNAME = "survey_results_public.csv" | |
function load() | |
isfile(DNAME) && return | |
if !isfile(ZNAME) |
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