Description: Monte Carlo (Monte Carlo) methods, or computer random simulation method is based on the calculation method of the random number. This approach stems from the United States developed the atomic bomb during World War II Manhattan Project. Von Neumann, one of the hosts of the program, mathematician with the world-famous Las Vegas- Monaco, Monte Carlo-named this method, it cast a layer of mystery
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MonteCarlo_simlations
.....................\license.txt
.....................\MonteCarlo_simlations
.....................\.....................\Demos
.....................\.....................\.....\LakeArea
.....................\.....................\.....\........\ConfidenceIntervalInMC.m
.....................\.....................\.....\........\CreateConvexPolygon.m
.....................\.....................\.....\........\EstimateAreaMC.m
.....................\.....................\.....\........\MainLakeArea.m
.....................\.....................\.....\........\TestPolyGon.m
.....................\.....................\.....\MyMC
.....................\.....................\.....\....\MonteCarlo.m
.....................\.....................\.....\PortSim
.....................\.....................\.....\.......\Equities.mat
.....................\.....................\.....\.......\GetOptionPrice.m
.....................\.....................\.....\.......\WebinarScript.m
.....................\.....................\.....\VarReduction
.....................\.....................\.....\............\BlsHalton.m
.....................\.....................\.....\............\BlsMC.m
.....................\.....................\.....\............\BlsMCAV.m
.....................\.....................\.....\............\BlsMCCV.m
.....................\.....................\.....\............\BlsSobol.m
.....................\.....................\.....\............\FillBetween.m
.....................\.....................\.....\............\VanillaPricingUsingDifferentMethods.m
.....................\.....................\MonteCarlo_Simulations_english.ppt
.....................\.....................\readme.txt
.....................\.....................\Simulations_Monte_Carlo_french.ppt