搜索资源列表
MonteCarloEuro
- 蒙特卡洛模拟来计算欧式期权的定价，更忌精确但是耗时很大。-Monte Carlo simulation to calculate European option pricing, more accurate but time-consuming bogey great.
ccruncher-1.5_src
- 金融算术，计算VAR值，蒙特卡洛算法，等-CreditCruncher computes the Value At Risk (VAR) of large credit portfolios using the Monte Carlo method. Keywords: ratings, transition matrix, survival functions, correlations, copulas, VAR, Expected Shortfall
A-monte-carlo-procedure
- 一份蒙特卡洛程序,康普顿散射,进入探测器的总计数,探测效率的计算-A monte carlo procedure
hw4
- 这个程序使用蒙特卡洛模拟计算欧式期权价格和蒙特卡罗和布莱克-斯科尔斯之间的误差进行比较。-This program uses Monte Carlo simulation to calculate the European option prices and compare the error between Monte Carlo and Black-Scholes. 1.use Marsagalia s polar method to generate the standard norm
Option-Pricing
- 自己写的4个MATLAB程序包，分别为greek计算，止损股票交易策略，lattice期权定价，基于蒙特卡洛模拟的期权定价。-Four MATLAB files containing 1.Greeks 2.Stop Losing Hedge 3.Lattice Pricing 4.Monte Carlo Simulation Pricing
VB_program
- 汽车设计VB源程序,包含比如 蒙特卡洛法优化求三根的程序编制，对某转向器螺杆由静强度、疲劳强度形成的总的可靠度进行计算-vehicle design VB program source
MC-reliability
- 基于蒙特卡洛的电力系统充裕度计算程序（matlab）-The electric power system based on monte carlo abundant degree calculation program (matlab)
fushe
- 利用蒙特卡洛法，计算传热学角系数的数值解，并绘出其分布曲线和收敛图像。-Monte Carlo method, numerical solution of heat transfer coefficient calculation angle, and draw its profile and image convergence.
CMO-cashflow-analysis
- CMO是一种基于住房抵押债券而衍生出的金融工具，不计违约风险，其风险主要源于利率风险。该代码通过蒙特卡洛模拟，计算CMO产品的最适价格。-CMO is a kind of financial tool derived the collateral mortgage securities.This series of codes will analyze the pricing process by the perspective of interest rate risk.
MCS
- 可靠性灵敏度SOBOL指标计算通用程序，蒙特卡洛算法作为参考计算解，含有正态分布和均匀分布算例(Reliability sensitivity SOBOL index calculation general program)
JC_M_MATLAB-program
- 结构可靠性分析中计算可靠度指标的应用，使用JC法和蒙特卡洛法进行相互验证。题目已经给出。(The application of reliability index in structural reliability analysis is verified by JC method and Monte Carlo method. The problem has been given.)