直接模拟蒙特卡罗法的Matlab编程我要分享

Matlab programming of direct simulation Monte Carlo method

蒙特卡罗-matlab matlab-sobol 蒙特卡罗算例 蒙特卡罗 等面积法

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代码分类: 仿真计算

开发平台: matlab

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代码描述

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


代码预览

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