文件名称:MonteCarlo_simlations
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蒙特卡罗(Monte Carlo)方法，或称计算机随机模拟方法，是一种基于"随机数"的计算方法。这一方法源于美国在第二次世界大战中研制原子弹的"曼哈顿计划"。该计划的主持人之一、数学家冯·诺伊曼用驰名世界的赌城-摩纳哥的Monte Carlo-来命名这种方法，为它蒙上了一层神秘色彩-Monte Carlo (Monte Carlo) methods, or computer random simulation method is based on the calculation method of the random number. This approach stems from the United States developed the atomic bomb during World War II Manhattan Project. Von Neumann, one of the hosts of the program, mathematician with the world-famous Las Vegas- Monaco, Monte Carlo-named this method, it cast a layer of mystery
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MonteCarlo_simlations
.....................\license.txt
.....................\MonteCarlo_simlations
.....................\.....................\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
.....................\.....................\readme.txt
.....................\.....................\Simulations_Monte_Carlo_french.ppt