Description: This set of files show some of the principles of Monte Carlo simulations, applied in the financila industry. This si the content of the web seminar called Simulations de Monte Carlo en MATLAB .
- [DataAnalysis-ch06] - Monte Carlo courseware ppt Oh good monte
- [MC_v1.3] - Monte Carlo simulation
- [07_06] - Perform a Monte Carlo simulation of an M
- [mc_test] - demonstrates the Monte Carlo method
File list (Check if you may need any files):
MonteCarlo
..........\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
Download