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Description: MonteCarlo仿真的C++源码，具有参考价值
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Size: 3924 |
Author: wander |
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Description: 介绍montecarlo算法的经典文章。
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Size: 339116 |
Author: esse |
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Description: MonteCarlo课件，并讲解了用matlab实现方法
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Size: 4618962 |
Author: 田一鸣 |
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Description: 对montecarlo的方法进行改进算法-right methods improved algorithm
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Size: 6144 |
Author: 张前 |
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Description: 此文件包括蒙特卡罗方法的基本思想及应用，有很多MATLAB实例，是学习蒙特卡罗方法的很好资料。没有解压密码-this document, including the Monte Carlo method and the application of the basic idea, there are many examples of MATLAB study is a good method of Monte Carlo data. No extracting passwords
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Size: 3679232 |
Author: 陈圣 |
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Description: montecarlo计算多重积分源程序.供学习参考用-montecarlo calculated integral multiple source files. Reference for the study
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Size: 2048 |
Author: 徐方 |
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Description: 蒙特卡洛法的 matlab 程序源码，基础代码大家一起分享-MonteCarlo in matlab
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Size: 398336 |
Author: ronnie |
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Description: 用MonteCarlo方法，Matlab算法来实现分析信号源-use of Monte Carlo methods, algorithms to achieve Matlab Signal Source Analysis
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Size: 66560 |
Author: yinlan |
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Description: MonteCarlo检验fortran程序，适合气象统计,和地学方面的研究使用。-MonteCarlo test fortran program for the meteorological statistics, and earth science research use.
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Size: 5120 |
Author: 王勇 |
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Description: 蒙特卡罗（Monte Carlo）方法，又称随机抽样或统计试验方法，属于计算数学的一个分支，它是在本世纪四十年代中期为了适应当时原子能事业的发展而发展起来的。传统的经验方法由于不能逼近真实的物理过程，很难得到满意的结果，而蒙特卡罗方法由于能够真实地模拟实际物理过程，故解决问题与实际非常符合，可以得到很圆满的结果。-Monte Carlo (Monte Carlo) methods, also known as random sampling or statistical testing methods, belong to a branch of mathematical calculation, it is in the mid-forty years of this century in order to adapt to the development of atomic energy at the time and developed. The experience of traditional methods should not close as a result of real physical processes, it is difficult to get satisfactory results, while the Monte Carlo method because it can simulate the actual real physical process, so to solve the problem very much in line with the actual, can be a very successful outcome.
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Size: 8192 |
Author: wcy |
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Description: montecarlo的源程序，希望对大家游泳 -Montecarlo source, in the hope that U.S. Swimming
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Size: 1024 |
Author: hou |
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Description: MonteCarlo仿真的C++源码，具有参考价值-MonteCarlo simulation of the C++ Source, with a reference value
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Size: 4096 |
Author: wander |
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Description: 介绍montecarlo算法的经典文章。-Montecarlo algorithm introduced a classic article.
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Size: 338944 |
Author: esse |
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Description: MonteCarlo课件，并讲解了用matlab实现方法-MonteCarlo courseware and on the realization method using matlab
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Size: 4618240 |
Author: |
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Description: 蒙特卡罗方法可以有效地解决复杂的工程问题，而MATLAB具有强大的数值计算功能。将二者结合使用，可以得到高效的解决问题的方法。本文阐述了该方法并通过实例验证了该方法的正确性和优越性。-Monte Carlo method can effectively solve complex engineering problems, and MATLAB has powerful function of numerical calculation. The two in combination, can be cost-effective solution to the problem. This paper describes the methods and examples of the method to verify the correctness and superiority.
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Size: 120832 |
Author: zzh |
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Description: 利用montecarlo 方法计算股票价格-Montecarlo calculated using share prices
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Size: 8192 |
Author: nicolas |
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Description: MonteCarlo实现-MonteCarlo achieve
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Size: 1024 |
Author: hcsg |
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Description: hs is the set of files (with the powerpoint presentation, in french or in english) used for the Webinar "Simulation de Monte Carlo en MATLAB".
- The first demo (LakeArea, run MainLakeArea) is computing the size of a polyogon using a MC approach
- The second demo (PortSim, run WebinarScript) can do 2 things: First, we genrate some equity paths, to verify the lognormality If changing the mode to OptionPricing (uncomment one of the first line),
then those spaths will be used for pricing an asian option
- the 3rd Demo,in myMC (run MonteCarlo.m) , show how to simulate some corelated asset paths
- The 4th demo, (run VanillaPricingUsingDifferentMethods.m in the VarReduction folder) , wil compare th results obtrtain byt differents reduction of Variance technics or "quasi" 礛ont Carlo simultion using Hamlton and sobol Sequences
-hs is the set of files (with the powerpoint presentation, in french or in english) used for the Webinar "Simulation de Monte Carlo en MATLAB".
- The first demo (LakeArea, run MainLakeArea) is computing the size of a polyogon using a MC approach
- The second demo (PortSim, run WebinarScript) can do 2 things: First, we genrate some equity paths, to verify the lognormality If changing the mode to OptionPricing (uncomment one of the first line),
then those spaths will be used for pricing an asian option
- the 3rd Demo,in myMC (run MonteCarlo.m) , show how to simulate some corelated asset paths
- The 4th demo, (run VanillaPricingUsingDifferentMethods.m in the VarReduction folder) , wil compare th results obtrtain byt differents reduction of Variance technics or "quasi" 礛ont Carlo simultion using Hamlton and sobol Sequences
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Size: 407552 |
Author: yang |
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Description: 使用直接模拟蒙特卡罗法的Matlab编程，里面三个算例，如湖面积、资产路径等的概率求解法～-Vincent Leclercq, The MathWorks, 2007
vincent.leclercq@mathworks.fr
Ths is the set of files (with the powerpoint presentation, in french or in english) used for the Webinar "Simulation de Monte Carlo en MATLAB".
- The first demo (LakeArea, run MainLakeArea) is computing the size of a polyogon using a MC approach
- The second demo (PortSim, run WebinarScript) can do 2 things: First, we genrate some equity paths, to verify the lognormality If changing the mode to OptionPricing (uncomment one of the first line),
then those spaths will be used for pricing an asian option
- the 3rd Demo,in myMC (run MonteCarlo.m) , show how to simulate some corelated asset paths
- The 4th demo, (run VanillaPricingUsingDifferentMethods.m in the VarReduction folder) , wil compare th results obtrtain byt differents reduction of Variance technics or "quasi" 礛ont Carlo simultion using Hamlton and sobol Sequences
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Size: 397312 |
Author: 杨强 |
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Description: 这是montecarlo仿真程序，是用MATLAB编写的，也很容易理解，对理解montecarlo很重要！-This is a montecarlo simulation program is written with MATLAB, it is easy to understand, is very important for understanding montecarlo!
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Size: 96256 |
Author: pu xumin |
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