文件名称:MonteCarlo
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这个Matlab程序包,展示了Monte Carlo方法的基本原理,并把它应用到金融行业,展示一种方差缩减的技巧。-The Matlab package, shows the basic principle of Monte Carlo method, and apply it to the financial industry, demonstrate a variance reduction technique.
相关搜索: 金融
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下载文件列表
MonteCarlo/Demos/LakeArea/ConfidenceIntervalInMC.m
MonteCarlo/Demos/LakeArea/CreateConvexPolygon.m
MonteCarlo/Demos/LakeArea/EstimateAreaMC.m
MonteCarlo/Demos/LakeArea/MainLakeArea.m
MonteCarlo/Demos/LakeArea/TestPolyGon.m
MonteCarlo/Demos/MyMC/MonteCarlo.m
MonteCarlo/Demos/PortSim/Equities.mat
MonteCarlo/Demos/PortSim/GetOptionPrice.m
MonteCarlo/Demos/PortSim/WebinarScript.m
MonteCarlo/Demos/VarReduction/BlsHalton.m
MonteCarlo/Demos/VarReduction/BlsMC.m
MonteCarlo/Demos/VarReduction/BlsMCAV.m
MonteCarlo/Demos/VarReduction/BlsMCCV.m
MonteCarlo/Demos/VarReduction/BlsSobol.m
MonteCarlo/Demos/VarReduction/FillBetween.m
MonteCarlo/Demos/VarReduction/VanillaPricingUsingDifferentMethods.m
MonteCarlo/MonteCarlo_Simulations_english.ppt
MonteCarlo/Simulations_Monte_Carlo_french.ppt
MonteCarlo/Demos/LakeArea
MonteCarlo/Demos/MyMC
MonteCarlo/Demos/PortSim
MonteCarlo/Demos/VarReduction
MonteCarlo/Demos
MonteCarlo
MonteCarlo/Demos/LakeArea/CreateConvexPolygon.m
MonteCarlo/Demos/LakeArea/EstimateAreaMC.m
MonteCarlo/Demos/LakeArea/MainLakeArea.m
MonteCarlo/Demos/LakeArea/TestPolyGon.m
MonteCarlo/Demos/MyMC/MonteCarlo.m
MonteCarlo/Demos/PortSim/Equities.mat
MonteCarlo/Demos/PortSim/GetOptionPrice.m
MonteCarlo/Demos/PortSim/WebinarScript.m
MonteCarlo/Demos/VarReduction/BlsHalton.m
MonteCarlo/Demos/VarReduction/BlsMC.m
MonteCarlo/Demos/VarReduction/BlsMCAV.m
MonteCarlo/Demos/VarReduction/BlsMCCV.m
MonteCarlo/Demos/VarReduction/BlsSobol.m
MonteCarlo/Demos/VarReduction/FillBetween.m
MonteCarlo/Demos/VarReduction/VanillaPricingUsingDifferentMethods.m
MonteCarlo/MonteCarlo_Simulations_english.ppt
MonteCarlo/Simulations_Monte_Carlo_french.ppt
MonteCarlo/Demos/LakeArea
MonteCarlo/Demos/MyMC
MonteCarlo/Demos/PortSim
MonteCarlo/Demos/VarReduction
MonteCarlo/Demos
MonteCarlo
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