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 Description: Contents of this document are the Monte Carlo algorithm, mainly for some of the integrand is difficult to estimate the multiple integration, documentation, in addition to the program, there are detailed explanations, easy to understand.
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蒙特卡洛算法
............\MCMC
............\....\MCMC code
............\....\.........\Accept.m.txt
............\....\.........\Alpha.m.txt
............\....\.........\CellData.m.txt
............\....\.........\ChooseN.m.txt
............\....\.........\ChooseNFromM.m.txt
............\....\.........\CloseWriteOut.m.txt
............\....\.........\Data24By24.mat
............\....\.........\DisplayRes.m.txt
............\....\.........\InitWriteOut.m.txt
............\....\.........\Likelihood.m.txt
............\....\.........\LoadData.m.txt
............\....\.........\Main.m.txt
............\....\.........\MakeData.m.txt
............\....\.........\PickN.m.txt
............\....\.........\PickOne.m.txt
............\....\.........\PickOneFromM.m.txt
............\....\.........\PlotStats.m.txt
............\....\.........\Prior.m.txt
............\....\.........\Propose.m.txt
............\....\.........\RedNodalMat.m.txt
............\....\.........\SetInitialState.m.txt
............\....\.........\SetModel.m.txt
............\....\.........\SetRVal.m.txt
............\....\.........\Solver.m.txt
............\....\.........\WriteOut.m.txt
............\....\.........\bmatlab.ps
............\....\.........\logLikelihood.m.txt
............\....\.........\logPrior.m.txt
............\....\.........\nodenums.m.txt
............\....\.........\precompute_symmmd.m.txt
............\....\.........\sampdemo.m.txt
............\....\.........\stats.m.txt
............\....\Markov chain Monte Carlo.pdf
............\仿真示例
............\........\MC求解非线性规划
............\........\................\Zhu.m
............\........\................\yueshu.m
............\........\................\题目.docx
............\........\MC随机仿真
............\........\..........\Markov.m
............\........\..........\baotong.m
............\........\..........\dianti.m
............\........\..........\elevator.m
............\........\..........\paidui.m
............\........\投点法近似计算pi.txt
............\........\示例1
............\........\.....\1.bmp
............\........\.....\MC_Simulation_shili.m
............\........\蒙特卡罗算法举例.doc
............\........\蒲丰投针-随机模拟.txt
............\........\验证骰子各点概率.txt
............\基于Matlab语言的Monte_Carlo入门教程.doc
............\应用
............\....\2010(A题科大).pdf
............\....\Copula 函数度量风险价值的蒙特卡罗模拟.pdf
............\....\在EXCEL中运用蒙特卡罗模拟方法例子 (Wilmott Varie).XLS
............\....\基于EXCEL的蒙特卡罗模拟方法实现.pdf
............\....\金融问题蒙特卡罗模拟MATLAB演示文件
............\....\..................................\Equities.mat
............\....\..................................\GetOptionPrice.m
............\....\..................................\WebinarScript.m
............\....\..................................\蒙特卡罗在金融中模拟方法实现_english.ppt
............\新随机模拟讲义.pdf
............\综述
............\....\MonteCarlo(国外课件-含程序)
............\....\.............................\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
............\....

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