-
cp_fixed
股票指数模拟为几何布朗运动,GBM。 参数有五个:
s0,dt(time step),均值,标准差,到期时间T;
利用子函数进行10万条轨道的monte carlo 模拟到期日(3个月)的指数点数,从而估计在买入信号出现后,3个月后的损益情况,主要用来估算VAR
(Financial risk analysis on Matlab monte carlo simulation, stock index simulation for geometric Brownian motion, GBM.
)
- 2012-05-05 23:12:24下载
- 积分:1
-
cl
说明: 离散数据的快速傅里叶变换。读取一段数值模拟得到的时间历程曲线,进行fft变换,得到幅频曲线。(Fast Fourier transform of the discrete data. Read the section of numerical simulation of the time course of the curve, fft transform, the amplitude-frequency curve.)
- 2013-04-15 21:11:07下载
- 积分:1
-
MSKfading
matlab simulation program for MSK transmission systems
- 2010-10-18 17:14:38下载
- 积分:1
-
Shifters
傅里叶变换的另一种表述,傅里叶变换的另一种表述,傅里叶变换的另一种表述(Another statement Fourier transform, Fourier transform another expression, another expression of Fourier transform)
- 2010-11-21 11:46:53下载
- 积分:1
-
qiufashil
计算三维数据的法矢量并进行调整,里面包括了自己做的实验数据和结果-(The method to calculate the three-dimensional vector data and make adjustments, which includes the experimental data and the results of their own-)
- 2014-09-19 21:09:51下载
- 积分:1
-
MATLAB-audio-AGC
MATLAB下的音频AGC实现 (MATLAB audio AGC )
- 2013-11-14 21:08:19下载
- 积分:1
-
SAX2DTM2
Iterator that returns all immediate children of a given node.
- 2014-01-17 14:24:13下载
- 积分:1
-
another
复杂捷联惯导的另一种解算方法,包括解算位置、速率与姿态(Complex SINS another solution method, including calculating position, velocity and attitude)
- 2010-07-27 17:57:29下载
- 积分:1
-
mvdr_1
最小方差无失真响应,波束形成,增强信号。(Minimum Variance Distortionless Response ,Digital Beamforming,Siginal Enhancement)
- 2011-05-09 20:01:07下载
- 积分:1
-
MATLABPGUI
Matlab GUI界面编程,Matlab GUI界面编程(matlab GUI)
- 2012-05-31 10:08:27下载
- 积分:1