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Matlab蒙特卡罗Monte Carlo仿真

  • Category : matlab
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  • Update : 2010-10-13
  • Size : 397.38kb
  • Downloaded :0次
  • Author :447537081@qq.com
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Introduction - If you have any usage issues, please Google them yourself
这个Matlab程序包,展示了Monte Carlo方法的基本原理,并把它应用到金融行业,展示一种方差缩减的技巧。
Packet file list
(Preview for download)
Packet : Monte-Carlo.zip filelist
MonteCarlo/Demos/
MonteCarlo/Demos/LakeArea/
MonteCarlo/Demos/LakeArea/ConfidenceIntervalInMC.m
MonteCarlo/Demos/LakeArea/CreateConvexPolygon.m
MonteCarlo/Demos/LakeArea/EstimateAreaMC.m
MonteCarlo/Demos/LakeArea/MainLakeArea.m
MonteCarlo/Demos/LakeArea/TestPolyGon.m
MonteCarlo/Demos/MyMC/
MonteCarlo/Demos/MyMC/MonteCarlo.m
MonteCarlo/Demos/PortSim/
MonteCarlo/Demos/PortSim/Equities.mat
MonteCarlo/Demos/PortSim/GetOptionPrice.m
MonteCarlo/Demos/PortSim/WebinarScript.m
MonteCarlo/Demos/VarReduction/
MonteCarlo/Demos/VarReduction/BlsHalton.m
MonteCarlo/Demos/VarReduction/BlsMC.m
MonteCarlo/Demos/VarReduction/BlsMCAV.m
MonteCarlo/Demos/VarReduction/BlsMCCV.m
MonteCarlo/Demos/VarReduction/BlsSobol.m
MonteCarlo/Demos/VarReduction/FillBetween.m
MonteCarlo/Demos/VarReduction/VanillaPricingUsingDifferentMethods.m
MonteCarlo/MonteCarlo_Simulations_english.ppt
MonteCarlo/readme.txt
MonteCarlo/Simulations_Monte_Carlo_french.ppt
MonteCarlo/
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