-
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
-
for_10G_OCM_EDRP
this is a Demand response programing.
Offer cost minimization with Emergency demand response programming.
OCM+EDRP
- 2014-06-19 16:42:02下载
- 积分:1
-
analysisoflandslipe
使用matlab制作的一个滑坡分析工程软件,可以选择某段时间的测量数据进行大坝滑坡拟合(use surveying datas to fit for landslipe)
- 2011-01-01 15:46:46下载
- 积分:1
-
zuiyousuanfa-huibian
matlab最优算法程序汇编以及相关常用的程序代码(Matlab the optimal algorithm program compilation and related common code)
- 2013-03-14 21:50:38下载
- 积分:1
-
MatLab5555
说明: 介绍的关于matlab的基本所有函数的使用小知识点,对学习matlab的很有用(Introduced on all functions matlab basic knowledge of the use of small points, the learning of useful matlab)
- 2008-10-29 12:32:12下载
- 积分:1
-
ewa
antanna arrays power gain
- 2015-01-03 08:58:02下载
- 积分:1
-
duanshi-daopu-yupu
matlab环境下实现语音预处理 包括语谱图 倒谱系数 短时频谱的画图(voice pretreatment Matlab environment, including spectrogram drawing of the short-time spectral cepstral coefficients)
- 2012-10-21 10:44:03下载
- 积分:1
-
SMCGPV
A boost converter is
directly connected to the PV array with MPPT for operating at the
maximum power point. A regulation cascades (current/voltage)
applied using SMC for the control of DC converter a loop of voltage makes it
possible to produce the current of reference.
- 2015-01-24 19:23:34下载
- 积分:1
-
gonzalezimage
冈萨雷斯数字图像处理matlab版英文原版书,以及配套的例程。(Digital image processing matlab Gonzalez original English version of the book, and supporting routines.)
- 2010-12-17 17:11:30下载
- 积分:1
-
M3RAC8Code
matlab code for beging cc motor...
- 2013-12-16 23:11:57下载
- 积分:1