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MonteCarlo
使用直接模拟蒙特卡罗法的Matlab编程,里面三个算例,如湖面积、资产路径等的概率求解法~(Vincent Leclercq, The MathWorks, 2007
vincent.leclercq@mathworks.fr
Ths 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 WebinarScript) 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)
- 2010-01-12 21:32:32下载
- 积分:1
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data
base de données multimodale
base de données multimodale
base de données multimodale
base de données multimodale
- 2014-02-14 16:27:34下载
- 积分:1
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156121-test_polar
这可是我两年前用matlab写的第一个函数,算是处女作。
这个例子涉及三角函数的系数变换及其极坐标系绘图,以及界面和控件的颜色修改。(But I used it two years ago to write the first matlab function can be regarded as a debut. This example involves the coefficient of trigonometric function transform and its polar coordinates drawings, as well as the interface and control color modify.)
- 2008-05-27 12:44:58下载
- 积分:1
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MATLABequationsolve
用Taylor展开法、平方法等解常微分方程,非常直观易懂,适合于初学者。(start with Taylor, Xie Ping method ordinary differential equations, very intuitive to understand and suitable for beginners.)
- 2007-01-09 22:49:06下载
- 积分:1
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image-reconstruction-using-hybrid-transform
image reconstruction using hybrid transform
- 2011-07-15 07:14:36下载
- 积分:1
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MATLAB
matlab环境下进行结构受力变形分析计算的一本不错的参考资料(good and useful)
- 2013-09-29 10:45:43下载
- 积分:1
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Examples
this is a 10 sample of expert system with CLIPS
- 2014-12-07 07:09:04下载
- 积分:1
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code-matlab
用matlab来实现密码登陆窗口代码,一个程序(code enter)
- 2009-05-28 00:08:47下载
- 积分:1
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fig2
Matlab code for OFDM with multipaths
- 2009-07-14 22:33:42下载
- 积分:1
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cdma2000turbo
说明: 众所周知,turbo码是cdma2000中一项重要的技术,该程序用simulink模拟实现turbo编码(As we all know, turbo code is an important cdma2000 technology, the process simulation using simulink realization of turbo coding)
- 2008-09-10 16:04:28下载
- 积分:1