电子音乐原理和技术电子书

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"电子音乐理论和技术" 本电子书《The Theory and Technique of Electronic Music》由 Miller Puckette 撰写,是一本全面介绍电子音乐原理的电子书。下面是根据书中的内容生成的相关知识点: 一、正弦波、幅值和频率 * Measures of Amplitude:幅值的度量单位有 dB、Watt、 Volt 等。 * Units of Amplitude:幅值的单位有 dB、Watt、 Volt 等。 * Controlling Amplitude:可以通过调整音量、增益等方式来控制幅值。 * Frequency:频率是指每秒钟内振荡的次数,单位是 Hz。 * Synthesizing a Sinusoid:可以通过加法合成或频率变换来合成正弦波。 * Superposing Signals:可以将多个信号叠加以生成新的信号。 * Periodic Signals:周期信号是一种重复出现的信号,例如正弦波。 二、波表和采样器 * Wavetable Oscillator:波表振荡器是一种使用波表来生成音频信号的方法。 * Sampling:采样是指将连续信号转换为离散信号的过程。 * Enveloping Samplers:包络采样是指对采样信号进行包络处理以生成新的音频信号。 * Timbre Stretching:音色拉伸是一种将音色变化的技术。 * Interpolation:插值是一种用于生成新的音频信号的技术。 三、Pd 软件介绍 * Quick Introduction to Pd:Pd 是一种基于图形化编程的音频处理软件。 * How to find and run the examples:如何在 Pd 中找到和运行示例程序。 四、练习和更多内容 * Exercises:本书提供了一些练习题,以帮助读者更好地理解电子音乐理论和技术。 * More Additive Synthesis:加性合成是一种生成音频信号的技术。 * Conversion between Frequency and Pitch:频率和音高之间的转换。 本电子书《The Theory and Technique of Electronic Music》为读者提供了电子音乐理论和技术的系统介绍,涵盖了正弦波、幅值和频率、波表和采样器、Pd 软件等多方面的知识点,是电子音乐爱好者和专业人士不可错过的良好资源。

(a) Consider the case of a European Vanilla Call option which is path independent. Examine the convergence of the Monte Carlo Method using the programme given in ‘MC Call.m’. How does the error vary with the number of paths nP aths? The current time is t = 0 and the Expiry date of the option is t = T = 0.5. Suppose that the current value of the underlying asset is S(t = 0) = 100 and the Exercise price is E = 100, with a risk free interest rate of r = 0.04 and a volatility of σ = 0.5. (b) Now repeat part (a) above but assume that the volatility is σ = 0.05. Does the change in the volatility σ influence the convergence of the Monte Carlo Method? (c) Now repeat part (a) but instead of taking one big step from t = 0 to t = T divide the interval into nSteps discrete time steps by using the programme given in ‘MC Call Small Steps.m’. Confirm that for path independent options, the value of nP aths determines the rate of convergence and that the value of nSteps can be set to 1. (d) Now let us consider path dependent options. The programme given in ‘MC Call Small Steps.m’ is the obvious starting point here. We assume that the current time is t = 0 and the expiry date of the option is t = T = 0.5. The current value of the underlying asset is S(t = 0) = 100 and the risk free interest rate is r = 0.05 and the volatility is σ = 0.3. (i) Use the Monte Carlo Method to estimate the value of an Arithematic Average Asian Strike Call option with Payoff given by max(S(T) − S, ¯ 0). (ii) Use the Monte Carlo Method to estimate the value of an Up and Out Call option with Exercise Price E = 100 and a barrier X = 150. (iii) Comment on the the rate of convergence for part (i) and (ii) above with respect to the parameters nP aths and nP aths使用matlab编程

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