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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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Final-Project
This is some MATLAB m-files to simulate a communication system using convlutional channel coding and Viterbi algorith of decoding.
- 2013-10-05 18:51:57下载
- 积分:1
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LDPC_sim_v1
tutorial for coding by mstlsb for beginner student
- 2015-01-21 11:39:21下载
- 积分:1
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bp源程序
很好 我采用得是串行方式对bp网络进行训练,为何训练时误差dsum约来越大??望指教!(good, I have used in serial mode is the right bp network training, training errors are about to dsum greater? ? Look weekend!)
- 2005-03-23 09:17:04下载
- 积分:1
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WH_ModelPA
数字预失真Wiener模型的matlab实现(Digital predistortion Wiener model matlab implementation)
- 2013-10-28 18:26:05下载
- 积分:1
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LTE_UL_SISO(HITCRC2012)
维也纳大学LTE-A系统级仿真matlab程序。(University of Vienna LTE-A system-level simulation matlab program.)
- 2013-09-30 20:49:49下载
- 积分:1
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spline
matlab小波变换源代码,供广大研究者学习(matlab wavelet transform source code, for the majority of researchers to learn)
- 2013-11-22 21:37:29下载
- 积分:1
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Beginning-Mac-Program
英文书Beginning Mac OS X Snow Leopard Programming的源码。(Source code of book "Beginning Mac OS X Snow Leopard Programming")
- 2014-01-09 20:42:04下载
- 积分:1
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PFF
实现对地震数据的一维傅里叶变换 并对数据进行设定工业频率值的情况下滤波 (power frequency filtering)
- 2015-03-29 11:06:29下载
- 积分:1
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eks
estymacja w matlabie
- 2009-04-17 01:20:55下载
- 积分:1