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cp_fixed
股票指数模拟为几何布朗运动,GBM。 参数有五个:
s0,dt(time step),均值,标准差,到期时间T;
利用子函数进行10万条轨道的monte carlo 模拟到期日(3个月)的指数点数,从而估计在买入信号出现后,3个月后的损益情况,主要用来估算VAR
(Financial risk analysis on Matlab monte carlo simulation, stock index simulation for geometric Brownian motion, GBM.
)
- 2012-05-05 23:12:24下载
- 积分:1
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matlab-wavelet-toobox-book
这是介绍MATLAB小波分析工具箱使用的一本中文书籍,内容详实丰富,大家可以参考使用!(WAVELET toolbox book)
- 2013-10-30 19:16:28下载
- 积分:1
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13
说明: Matlab从入门到精通中所有的源程序。(Matlab from entry to master all of the source.)
- 2009-10-09 01:45:43下载
- 积分:1
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zxmzf
实现最炫民族风~很有意思的一个小程序,希望大家喜欢(The most unusual and very interesting National Wind ~ a small program, hope you like)
- 2012-06-16 11:25:37下载
- 积分:1
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PV_MPPT
光伏电池建模与MPPT算法和DCDC电路建模,能实现MPP的锁定(Modeling of photovoltaic cells, MPPT algorithm and DCDC circuit can achieve MPP locking.)
- 2019-02-02 20:41:51下载
- 积分:1
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coding
upload my files in matlab coding.get my coding and give to download the files.and give to points
- 2013-02-24 17:59:04下载
- 积分:1
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A-High-Performance-Induction-Motor-Drive-System-U
a high performance motor
- 2014-11-21 01:33:26下载
- 积分:1
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fuigen
pwm整流器的建模仿真,主要为数据分析和统计,实现串口的数据采集。( Modeling and simulation pwm rectifier Mainly for data analysis and statistics, Achieve serial data acquisition.)
- 2016-06-02 18:08:25下载
- 积分:1
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ofdd
OFDM process with FFT submission
- 2010-09-21 07:05:42下载
- 积分:1
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APIT
说明: APIT定位算法的matlab程序,APIT是一种经典的无线传感器网络定位算法。(APIT localization algorithm matlab program, APIT is a classic location algorithm for wireless sensor networks.)
- 2011-02-27 10:07:34下载
- 积分:1