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HandbookPofPMontePCarloPMethods
- 蒙特卡洛使用手册,系统讲解蒙特卡洛方法的使用方法,功能很全。-Handbook of Monte Carlo Methods
Monte-Carlo
- Monte Carlo方法概述,蒙特卡洛的方法简介,包含了一些蒙特卡洛的实例等。-Monte Carlo method outlined Introduction Monte Carlo method, and includes some examples of Monte Carlo and so on.
VaR
- 用蒙特卡洛模拟来迭代1000次以后,计算10天后的VaR,特色就是对里面的方差和均值进行差分。里面有详细步骤和方法。-Using monte carlo simulation to iteration after 1000 times, calculate the VaR after 10 days,the characteristic of model is that calculating the the variance and mean 不by difference.There are