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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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imageP
some algorithm of digital image processing using matlab
- 2010-01-16 01:01:50下载
- 积分:1
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hduzqxzj
搭建OFDM通信系统的框架,matlab程序运行时导入数据文件作为输入参数,包括 MUSIC算法,ESPRIT算法 ROOT-MUSIC算法,可以广泛的应用于数据预测及数据分析,FMCW调频连续波雷达的测距测角,计算多重分形非趋势波动分析。( Build a framework OFDM communication system, Import data files as input parameters matlab program is running, Including the MUSIC algorithm, ESPRIT algorithm ROOT-MUSIC algorithm, Can be widely used in data analysis and forecast data, FMCW frequency modulated continuous wave radar range and angular measurements, Calculate the multifractal trend fluctuation analysis.)
- 2016-03-15 19:56:22下载
- 积分:1
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matlab7_design-and-simulation
说明: 书名是《Matlab7辅助控制系统设计与仿真》。对于辅助控制系统设计与仿真matlab实现和开发很有用。(Title is " Matlab7 aided control system design and simulation." The auxiliary control system design and simulation matlab implementation and development of useful.)
- 2011-04-18 18:42:27下载
- 积分:1
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flyback
matlab 反激式电路,完整的模型,以及参数设置,以及控制模块(matlab flyback circuit ,there is all things ,and controllor)
- 2012-02-19 00:20:09下载
- 积分:1
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36.912-1
LTE--A最新标准912系列,对于研究LTE-A系统非常有用(LTE- A New Standard 912 series, for the study of LTE-A system is useful)
- 2010-05-09 12:21:03下载
- 积分:1
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guided-filter-code
有关何凯明暗原色先验去雾的MATLAB代码,此算法是对之前softmatting技术的改进,提出了一种新的算法(Guided Filtering)。其中还包括He的一篇论文(Guided Image Filtering)(MATLAB code about dark channel prior of He to dehazing, the algorithm is right here to improve the softmatting technology,proposed a new algorithm (Guided Filtering).Including a paper of He (Guided Image Filtering))
- 2014-12-31 10:24:35下载
- 积分:1
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ccccccccc
定义一个结构体变量(包括年、月、日),计算该日在本年中为第几天?(注意考虑闰年问题),要求写一个函数days,实现上面的计算。由主函数将年月日传递给days函数,计算后将日子传递回主函数输出(Define a structure variable (including the year, month, day), calculated on that day in the middle of this year for the first few days? (Note that the leap to consider the issue), asked to write a function of days, to achieve the above calculations. By the main function will be passed to the days date function to calculate the days will pass back to the main function of the output)
- 2010-01-12 20:48:39下载
- 积分:1
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hu
说明: 就算hu矩中7个不变量代码。用于提取图像的不变形特征。(Even if hu 7 invariant moments in the code.)
- 2010-05-27 11:22:17下载
- 积分:1
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618F
黄金分割法617 数学常用 函数逼近 建模运用 (Golden Section 617, the use of mathematical modeling commonly used approximation)
- 2010-08-14 14:22:56下载
- 积分:1