MATLAB FINANCIAL DERIVATIVES TOOLBOX User Manual download pdf (Page 68)

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Locating the maximum of the peak function via an exhaustive

search. “Fmax=

x(max(Z))” stores in F

x the maximum value

of the

Z matrix that is equal to 7.9966. “P=

d(Z==Fmax)” returns

P the element index (a single value) where

Z is equal to

;

specifically the

Z element with index number 1343 has the value

of 7.9966. Finally, in

y we store the x-and-y coordinates of the

maximum point. “

e” in the

t command creates a

lager size mark symbol.

For practice try to write your own code to find the global minimum of the

peaks function (you can also try to find the local minima and maxima but

this is tricky).

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MATLAB FINANCIAL DERIVATIVES TOOLBOX User Manual Page 68