MATLAB code to perform Monte Carlo simulation for getting price of an European swaption under the Libor Market Model (LMM) framework.

考虑风电的FTR拍卖模型研究论文基于蒙特卡罗模拟的遗传算法源程序-Consider the wind power of FTR auction model based on Monte Carlo simulation studies of the genetic algorithm source code

包含了14段代码，主要是金融领域。包含了显性有限差分-期权定价、蒙特卡洛定价、风险中性期权定价等-Contains 14 sections of the code, mainly in the financial sector. Contains explicit finite difference- pricing, Monte Carlo pricing, risk-neutral pricing options