中文说明: 课程设计时编写的matlab程序代码,采用偏最小二乘法,用蒙特卡洛模拟的方法计算美式期权的价格以及基本描述,利用贝叶斯原理估计混合logit模型的参数,DC-DC部分采用定功率单环控制,基于kaiser窗的双谱线插值FFT谐波分析。
English Description:
Design of the course written in MATLAB code, using partial least squares, using Monte Carlo simulation method to calculate the price of American options and basic description, using Bayesian principles to estimate parameters of the mixed logit model, DC-DC converter using power single-loop control, Kaiser Windows based dual spectral lines interpolation FFT of harmonic analysis.