-
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
-
phaN_time
以13位barker为二相编码信号的时间模糊函数图的仿真(13 barker for the time of the two-phase encoded signals fuzzy function simulation)
- 2013-02-01 22:36:07下载
- 积分:1
-
diversitycomp
different Diversity techniques comparision in wi max
- 2011-12-21 15:09:45下载
- 积分:1
-
codingjimi1
Edge detection that detect the side of object
- 2015-04-13 13:39:37下载
- 积分:1
-
avi2bmp
说明: 用matlab 写的将avi电影转化成BMP图像序列,调试通过的(Avi movie to convert BMP image sequences)
- 2010-04-13 21:09:47下载
- 积分:1
-
pitch_detector
This is a Pitch detector.
- 2012-05-26 18:37:21下载
- 积分:1
-
hwchannel
if allocation did fail upper functions still may call us.
- 2015-03-13 10:20:32下载
- 积分:1
-
dianchang
基于matlab中GUI模块的高压线附近电场分布计算(matlab GUI high)
- 2012-03-26 17:06:30下载
- 积分:1
-
lab_intro
语音信号处理课设内容,包括采集和处理语音信号,用的软件为Matlab(Speech signal processing course based content, including the collection and processing of voice signals, with the software Matlab)
- 2011-06-19 15:41:52下载
- 积分:1
-
kalmantest
Kalman Filter test in Matlab
- 2011-05-16 17:34:55下载
- 积分:1