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[Other resource] MonteCarloEuro DL : 0: 蒙特卡洛模拟来计算欧式期权的定价，更忌精确但是耗时很大。-Monte Carlo simulation to calculate European option pricing, more accurate but time-consuming bogey great.
Update : 2008-10-13 Size : 1.86kb Publisher : 真实
[Finance-Stock software system] MonteCarloEuro DL : 0: 蒙特卡洛模拟来计算欧式期权的定价，更忌精确但是耗时很大。-Monte Carlo simulation to calculate European option pricing, more accurate but time-consuming bogey great.
Update : 2025-02-19 Size : 2kb Publisher :
[matlab] MonteCarlosimulation DL : 0: 几何布朗运动的Monte Carlo模拟以及美式期权定价-Geometric Brownian motion of the Monte Carlo simulation as well as the American option pricing
Update : 2025-02-19 Size : 1kb Publisher : cy
[Other] MonteCarlo DL : 0: 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
Update : 2025-02-19 Size : 398kb Publisher : yang
[matlab] MonteCarlo DL : 0: 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
Update : 2025-02-19 Size : 388kb Publisher : 杨强
[matlab] antithetic-monte-carlo DL : 0: 应用蒙特卡洛的方法为欧式看涨期权定价。同时，该程序是应用对偶方法进行模拟的。-pricing european call option with antithetic method in monte carlo
Update : 2025-02-19 Size : 516kb Publisher : yan
[matlab] LSM_LongstaffaSchwartz DL : 0: matlab monte-carlo simulation for American option pricing and other path dependent derivative-matlab monte-carlo simulation for American option pricing and other path dependent derivative
Update : 2025-02-19 Size : 620kb Publisher : 李淑涵
[Algorithm] MCGARCH DL : 0: 蒙特卡洛欧式期权价格动态计算(GARCH)-European call option pricing( GARCH dynamic) under monte carlo
Update : 2025-02-19 Size : 1kb Publisher : kk
[Finance-Stock software system] monte DL : 0: 期权定价 monte carlo方法使用bs公式-Monte carlo option pricing method using bs formula
Update : 2025-02-19 Size : 2kb Publisher : claire
[Other] source-code_OptionPricing DL : 0: option pricing using monte carlo
Update : 2025-02-19 Size : 13kb Publisher : ken
[Other] test DL : 0: option pricing using monte carlo
Update : 2025-02-19 Size : 470kb Publisher : ken
[matlab] Desktop DL : 0: 在进行利用蒙地卡罗方法进行期权定价的时候，我们有很多减小方差的方法，下面是其中的两种。-During the use of Monte Carlo methods for option pricing, we have a lot of variance reduction method, the following two.
Update : 2025-02-19 Size : 2kb Publisher : 韦伟
[matlab] shuangbizhong DL : 1: 应用蒙特卡洛模拟方法为某种双币种期权定价-Quanto Option Pricing using the Monte Carlo method
Update : 2025-02-19 Size : 1kb Publisher : gigi
[Other] yinghao DL : 0: 银行十年期固定利率贷款隐含期权蒙特卡罗模拟定价程序，具有很好的运行结果-Ten-year fixed-rate bank loans Monte Carlo simulation embedded option pricing procedures, with good operating results
Update : 2025-02-19 Size : 1kb Publisher : 戴兆辉
[Finance-Stock software system] Option-Pricing DL : 1: 自己写的4个MATLAB程序包，分别为greek计算，止损股票交易策略，lattice期权定价，基于蒙特卡洛模拟的期权定价。-Four MATLAB files containing 1.Greeks 2.Stop Losing Hedge 3.Lattice Pricing 4.Monte Carlo Simulation Pricing
Update : 2025-02-19 Size : 6kb Publisher :
[matlab] Matlab-option-pricing DL : 1: matlab 二叉树蒙特卡洛有限元法期权定价-Binomial tree model/ Monte Carlo /FDM/ for option pricing in matlab
Update : 2025-02-19 Size : 5kb Publisher : liyongqiang
[matlab] European-Option DL : 0: 使用多层蒙特卡洛方法对欧式期权进行定价，并计算使用的样本量、层数和方差-Monte Carlo Method and Option Pricing
Update : 2025-02-19 Size : 5kb Publisher : 吴嘉淇
[Algorithm] eurp Call DL : 0: 欧式期权解析解，蒙特卡洛解代码语言：C++(This is the source code of pricing European Option (contains Call and Put) in two ways: Analytic method and Monte-Carlo Simulation)
Update : 2025-02-19 Size : 24kb Publisher : Atriple7
[matlab] matlab 最小二乘蒙特卡罗（LMS）美式期权定价 DL : 1: 用蒙特卡洛模拟实现美式期权定价，包括资产路径生成和美式期权欧式期权定价的源代码，附带参考文献。(Using Monte Carlo simulation to realize American option pricing, including the source code of asset path generation and American option European option pricing, with reference.)
Update : 2025-02-19 Size : 7.4mb Publisher : 张深
[Other] monte carlo DL : 0: 奇异期权的蒙特卡洛定价，包含美式、回望、障碍期权(Monte Carlo pricing of exotic options)
Update : 2025-02-19 Size : 2kb Publisher : kyleee__

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