Description: The Matlab package, shows the basic principle of Monte Carlo method, and apply it to the financial industry, demonstrate a variance reduction technique.
To Search:
- [Matlab-arima] - Do time-series.look for some progrom ref
- [nihe] - least square 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
..........\Simulations_Monte_Carlo_french.ppt
..........\Demos\LakeArea
..........\.....\MyMC
..........\.....\PortSim
..........\.....\VarReduction
..........\Demos
MonteCarlo
Download