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Mathematical-Modeling-and-Matlab

于 2011-12-27 发布文件大小:14028KB

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数学建模与Matlab参考书——《数学建模与数学实验》——赵静，对数学建模很有帮助(Mathematical Modeling and Matlab reference book- "Mathematical modeling and mathematical experiment" by Zhao Jing,it s very useful in mathematical modeling.)

文件列表：

2008 赵静数学建模与数学实验正文.pdf,16097858,2011-09-26
2008 赵静数学建模与数学实验目录.pdf,84290,2011-09-26

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An example case is considered to price an option at a maturity of T years - prices are simulated for Geometric brownian motion process at 2*T maturity, and Brownian Bridge is used to obtain prices at T maturity. Finally option prices are compared to Black Scholes values to verify results(An example case is considered to price an option at a maturity of T years- prices are simulated for Geometric brownian motion process at 2*T maturity, and Brownian Bridge is used to obtain prices at T maturity. Finally option prices are compared to Black Scholes values to verify results)

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基于灰色关联分析在MATALAB中的应用程序算法(Gray Theory)

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