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MATLAB金融应用的程序:Monte Carlo Simulation Spread Options
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Monte Carlo simulation Matlab code
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该资料是一个matlab仿真程序。实现对噪声中正弦信号相位的估计。利用matlab仿真得到的PDF估计 对不同的信噪比（SNR）情况进行Monte Carlo仿真-This information is a matlab simulation program. Realize sine signal phase noise estimation. Obtained by simulation using matlab PDF estimates different signal to nois
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完成一个利用矩形信号星座图的M=16的QAM通信系统monte carlo仿真。-Carlo simulation of QAM communication system Monte complete a use of the rectangular signal constellation diagram of M=16.
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用monte carlo仿真估计并画出利用反极性信号的二进制通信系统的差错概率性能。-Using Monte Carlo simulation and draw the error probability performance by using the binary communication system reverse polarity signal..
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ML法能够很好的估计信号的信噪比,Matlab实现界面友好，用蒙特卡洛模拟的方法计算美式期权的价格以及基本描述。- ML estimation method can be a good signal to noise ratio, Matlab to achieve user-friendly, Monte Carlo simulation method of calculating the American option price and basic descr iption.
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