登录
首页 » matlab » cp_fixed

cp_fixed

于 2012-05-05 发布 文件大小:3KB
0 234
下载积分: 1 下载次数: 29

代码说明:

   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. )

下载说明:请别用迅雷下载,失败请重下,重下不扣分!

发表评论

0 个回复

  • Matlab2
    介绍了数字通信中的QPSK调制解调的原理,通过用Matlab编写脚本程序对QPSK通信系统的发射和接收过程的具体实现进行模拟仿真,绘出信号在理想信道和加噪信道中模拟传输时的时域图,并对各模块进行了频谱分析,所得到的结果与理论基本相符,对于理解QPSK系统的性能并在系统的实际应用上作进一步的设计,提供了有效的参考依据(The introduction was done with the principle of the QPSK modulation and demodulation in digital communications, a script was written by using Matlab program to carry out a simulation of the QPSK communication system ,which contains the concrete realization of transmit and receive process. The time-domain diagram is drew separately when the signal transmits in the ideal channel and in the channel with noise, spectral analysis of each module is also done, the results obtained with theoretical results in the main, which provides an effective frame of reference for understanding the performance of QPSK systems, and the practical application in the system to make further designed.)
    2010-06-16 08:22:47下载
    积分:1
  • project411
    doppler effect simulation in matlab
    2013-08-14 18:36:25下载
    积分:1
  • viterbi_dec
    维特比译码器,判决方式为软判决,用S-function编写,希望对大家有所帮助。( Viterbi decoding S-function)
    2014-08-29 15:11:58下载
    积分:1
  • learning_matlab
    simple matlab examples
    2010-12-03 00:26:24下载
    积分:1
  • avgmodepfc
    用MATLAB M语言实现平均电流模式控制的PFC数学模型。运行该程序后可看到电流,电压波形。(Using MATLAB M language to achieve an average current-mode PFC control, mathematical model. After running the program to see current and voltage waveforms. )
    2010-02-28 17:28:05下载
    积分:1
  • DCTJPEG
    使用Matlab编程实现发送端信源编码(图像压缩)和接收端信源解码(图像重建),其中的编解码算法可采用基于DCT变换的JPEG图像压缩标准;测试图像加噪,然后对去噪后的图像进行压缩与重建,分析压缩性能;研究基于下采样和内插的图像压缩算法;可将8bit/pixel灰度图像扩展至24bit/pixel彩色图像,或者采用无损压缩算法对图像压缩。(Sender using the Matlab programming source coding (image compression) and the receiver source decoding (image reconstruction), one of the decoding algorithm can be used DCT-based JPEG image compression standard test image with noise, then the denoised image compression and reconstruction, compression performance analysis of down-sampling and interpolation based on image compression algorithm 8bit/pixel grayscale images can be extended to 24bit/pixel color images, or the use of lossless compression algorithms for image compression. )
    2011-12-23 10:19:43下载
    积分:1
  • fencengchaoliujisuan
    节点分层计算配电网潮流,内有实际算例分析,已编译通过(Hierarchical distribution networks and computing nodes, there are practical examples and analysis, compiled by)
    2010-09-15 08:14:55下载
    积分:1
  • ArModel
    基于MATLAB的AR模型的仿真,并分析功率谱,比较好。可以运行(AR model based on MATLAB simulation, and analysis of the power spectrum, the better. You can run)
    2013-07-28 01:40:59下载
    积分:1
  • nnn
    求一元二次方程ax2 +bx+c=0的根(Find a quadratic equation ax2+ bx+ c = 0 root)
    2013-10-10 11:24:33下载
    积分:1
  • Apostila_psim
    Small tutorial of psim
    2015-02-03 09:38:16下载
    积分:1
  • 696516资源总数
  • 106914会员总数
  • 0今日下载