中文说明:
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。
English Description:
Using MATLAB programming of direct simulation Monte Carlo method, there are three examples, such as the probability solution of Lake area, asset path and so on p>
Matlab programming of direct simulation Monte Carlo method
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中文说明:
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。
English Description:
Using MATLAB programming of direct simulation Monte Carlo method, there are three examples, such as the probability solution of Lake area, asset path and so on p>
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