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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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chap_3
matlab由浅到深的解析,源码都有,很好的初学者学习资料(matlab from shallow to deep parsing, source code has, very good information for beginners to learn)
- 2011-05-02 13:05:55下载
- 积分:1
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BayesNetToolboxforMatlab
Bayes Net Toolbox for matlab,包含源码和说明(Bayes Net Toolbox)
- 2010-07-31 10:52:28下载
- 积分:1
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Frenchentropy
get the entropy of french book
- 2009-12-08 06:17:12下载
- 积分:1
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ECG
基于MATLAB语言之心电信号处理的文件(MATLAB language-based ECG processing)
- 2010-01-16 14:49:37下载
- 积分:1
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ldcs
泥沙粒度参数计算程序,应用作图法来计算粒度参数,计算公式为国家海洋调查规范所用的公式,一共输出五个参数,平均粒径,中值粒径,分选系数,偏态系数,峰态系数。(Sediment grain size calculation procedures, the application of mapping method to calculate the size parameters, calculated as the National Marine survey specifications used in the formula, total output of five parameters, the average particle size, median diameter, sorting coefficient, skewness factor, kurtosis coefficient.)
- 2011-11-06 14:42:20下载
- 积分:1
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Wavelab850
适用于压缩感知图像处理的工具包,对从事MR图像处理的朋友希望有帮助,matlab开发(wave lab forMRI processing)
- 2013-11-04 04:41:56下载
- 积分:1
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kanlei_v31
esprit算法对有干扰的信号频率进行估计,信号处理中的旋转不变子空间法,相控阵天线的方向图(切比雪夫加权)。( esprit algorithm signal frequency interference can be assessed Signal Processing ESPRIT method, Phased array antenna pattern (Chebyshev weights).)
- 2016-05-24 17:29:38下载
- 积分:1
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QPSK_mod_demod_Simulation
国外编写的一个QPSK仿真程序,给出了调制解调及误码分析(Foreign QPSK simulation program written in a given modulation and demodulation and error analysis)
- 2010-08-24 13:10:27下载
- 积分:1
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nup_PVcell
this is a simulation of a PV cell having VOC as 0.665V and Ioc as 2 A. its modeled on mathematical equations using sim powersystems in matlab.
- 2013-02-07 14:57:45下载
- 积分:1