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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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p4_1
说明: 输入一个数判定能否开平方,能就开平方,不能就退出(Enter a few decide whether to open the square, to the open square, can not quit)
- 2010-04-11 18:28:32下载
- 积分:1
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swtu
微分方程绘制三维图,六个相互耦合的微分方程,绘制其中两个量变化对第三个量影响关系的三围图(three-dimensional figure of differential equation
)
- 2012-05-18 17:25:33下载
- 积分:1
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pll_dq
Implementation of DQ theory based PLL
- 2013-04-10 18:35:29下载
- 积分:1
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mohukongzhi-example
利用simulink进行模糊控制,该案例可以为学习模糊控制的初学者提供帮助(Using Simulink to carry out fuzzy control, the case can provide help for beginners to learn fuzzy control)
- 2016-05-15 13:20:46下载
- 积分:1
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indoornewton
This code uses newton interation to calculte user s position in indoor case.
- 2011-07-21 00:08:03下载
- 积分:1
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decodeBitFlip
LDPC在BPSK考虑AWGN信道下,采用软判决和积算法的仿真。这是第一个(LDPC in AWGN channel BPSK considering the introduction of soft-decision and the plot of the simulation algorithm. This is the first)
- 2008-12-14 10:26:56下载
- 积分:1
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VCPP_Matlab
MATLAB和VC++结合编程的教学资料(Combination of MATLAB and VC++ programming teaching materials)
- 2011-05-19 19:12:19下载
- 积分:1
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main
GA tool for seven level converter
- 2011-07-09 22:05:06下载
- 积分:1
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RF-9
有限元分析 清华大学 范子杰 有限元作业第9讲 薄板单元作业2(Finite element analysis of finite element Tsinghua Fan Zijie job Lecture 9 2 thin unit operations)
- 2014-01-06 23:38:19下载
- 积分:1