文件名称:MonteCarlo
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这个Matlab程序包，展示了Monte Carlo方法的基本原理，并把它应用到金融行业，展示一种方差缩减的技巧。-The Matlab package, shows the basic principle of Monte Carlo method, and apply it to the financial industry, demonstrate a variance reduction technique.
相关搜索： 金融
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下载文件列表
MonteCarlo\Demos\LakeArea\ConfidenceIntervalInMC.m
..........\.....\........\CreateConvexPolygon.m
..........\.....\........\EstimateAreaMC.m
..........\.....\........\MainLakeArea.m
..........\.....\........\TestPolyGon.m
..........\.....\MyMC\MonteCarlo.m
..........\.....\PortSim\Equities.mat
..........\.....\.......\GetOptionPrice.m
..........\.....\.......\WebinarScript.m
..........\.....\VarReduction\BlsHalton.m
..........\.....\............\BlsMC.m
..........\.....\............\BlsMCAV.m
..........\.....\............\BlsMCCV.m
..........\.....\............\BlsSobol.m
..........\.....\............\FillBetween.m
..........\.....\............\VanillaPricingUsingDifferentMethods.m
..........\MonteCarlo_Simulations_english.ppt
..........\Simulations_Monte_Carlo_french.ppt
..........\Demos\LakeArea
..........\.....\MyMC
..........\.....\PortSim
..........\.....\VarReduction
..........\Demos
MonteCarlo
..........\.....\........\CreateConvexPolygon.m
..........\.....\........\EstimateAreaMC.m
..........\.....\........\MainLakeArea.m
..........\.....\........\TestPolyGon.m
..........\.....\MyMC\MonteCarlo.m
..........\.....\PortSim\Equities.mat
..........\.....\.......\GetOptionPrice.m
..........\.....\.......\WebinarScript.m
..........\.....\VarReduction\BlsHalton.m
..........\.....\............\BlsMC.m
..........\.....\............\BlsMCAV.m
..........\.....\............\BlsMCCV.m
..........\.....\............\BlsSobol.m
..........\.....\............\FillBetween.m
..........\.....\............\VanillaPricingUsingDifferentMethods.m
..........\MonteCarlo_Simulations_english.ppt
..........\Simulations_Monte_Carlo_french.ppt
..........\Demos\LakeArea
..........\.....\MyMC
..........\.....\PortSim
..........\.....\VarReduction
..........\Demos
MonteCarlo