登录
首页 » matlab » StockPaths

StockPaths

于 2012-05-05 发布 文件大小:1KB
0 319
下载积分: 1 下载次数: 35

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. )

文件列表:

StockPaths.m,1672,2012-03-09

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

  • matlabFilter
    matlab高斯滤波、中值滤波、均值滤波.rar(Three mathod of matlab filtration)
    2009-09-09 21:33:20下载
    积分:1
  • C_C
    说明:  用cc法进行计算延迟时间和潜入位数的的程序,高效率(Cc method used to calculate delay time and into the median procedure, high efficiency)
    2008-09-07 19:40:44下载
    积分:1
  • yangtiaochazhi
    三次样条插值法用于特征分析的时候,而且可用于emd 方法中。(Cubic spline interpolation method for feature analysis, and can be used in the emd methods.)
    2013-03-30 11:23:41下载
    积分:1
  • 3DshitiElementStiffiness
    三维实体单元刚度矩阵matlab源程序,通用代码(The 3-D solid element stiffness matrix of Matlab source program)
    2013-11-23 15:14:13下载
    积分:1
  • Harris
    用matlab实现harris角点检测,通过改变参数来调整角点检测的个数。(Harris corner detection using matlab to achieve, by changing the parameters to adjust the number of corner detection.)
    2013-05-09 21:16:23下载
    积分:1
  • HZK48s
    Store contains 48 * 48 blackbody, including English and Japanese alphanumeric characters, special symbols(Store contains 48* 48 blackbody, including English and Japanese alphanumeric characters, special symbols)
    2014-01-16 15:24:46下载
    积分:1
  • Crowd-evacuation
    对大型商场的人流疏散过程进行模拟,分析研究人流疏散中的人流运行特性(Evacuation of large shopping malls flow simulation, analysis of the flow characteristics of the evacuation of the crowd running )
    2020-12-29 15:19:01下载
    积分:1
  • _FDTD_2D_PML
    基于MATLAB的原理应用,此程序可实现2d的吸收边界算法,比较简单(This MATLAB M-file implements the finite-difference time-domain solution of Maxwell s curl equations over a two-dimensional Cartesian space lattice comprised of uniform square grid cells.)
    2011-12-26 19:53:20下载
    积分:1
  • prbs.m
    用matlabe产生随机序列,用matlabe产生随机序列(matlab prbs,matlab prbs,matlab prbs)
    2013-12-25 10:52:18下载
    积分:1
  • PIDcontrol
    This simple program help you to calculate parameters for a pid controller for first order systems wiith delay using different method: Ziegler Nichols,Cohen coon,IMC... (This simple program to help you calculate p arameters for a controller for pid's first order ystems wiith delay using different method : Ziegler Nichols, Cohen coon, and IMC ...)
    2021-03-03 10:19:33下载
    积分:1
  • 696516资源总数
  • 106914会员总数
  • 0今日下载