文件名称:MonteCarlo

  • 所属分类:
  • 其他小程序
  • 资源属性:
  • [Matlab] [源码]
  • 上传时间:
  • 2012-11-26
  • 文件大小:
  • 398kb
  • 下载次数:
  • 0次
  • 提 供 者:
  • y***
  • 相关连接:
  • 下载说明:
  • 别用迅雷下载,失败请重下,重下不扣分!

介绍说明--下载内容均来自于网络,请自行研究使用

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 Webinarscr ipt) 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 Webinarscr ipt) 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


(系统自动生成,下载前可以参看下载内容)

下载文件列表

license.txt

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

相关说明

  • 本站资源为会员上传分享交流与学习,如有侵犯您的权益,请联系我们删除.
  • 本站是交换下载平台,提供交流渠道,下载内容来自于网络,除下载问题外,其它问题请自行百度更多...
  • 请直接用浏览器下载本站内容,不要使用迅雷之类的下载软件,用WinRAR最新版进行解压.
  • 如果您发现内容无法下载,请稍后再次尝试;或者到消费记录里找到下载记录反馈给我们.
  • 下载后发现下载的内容跟说明不相乎,请到消费记录里找到下载记录反馈给我们,经确认后退回积分.
  • 如下载前有疑问,可以通过点击"提供者"的名字,查看对方的联系方式,联系对方咨询.

相关评论

暂无评论内容.

发表评论

*主  题:
*内  容:
*验 证 码:

源码中国 www.ymcn.org