Description: The Matlab package, shows the basic principle of Monte Carlo method, and apply it to the financial industry, demonstrate a variance reduction technique.
File list (Check if you may need any files):
MonteCarlo\license.txt
..........\MonteCarlo\Demos\LakeArea\ConfidenceIntervalInMC.m
..........\..........\.....\........\CreateConvexPolygon.m
..........\..........\.....\........\EstimateAreaMC.m
..........\..........\.....\........\MainLakeArea.m
..........\..........\.....\........\TestPolyGon.m
..........\..........\.....\MyMC\MonteCarlo.m
..........\..........\.....\PortSim\Equities.mat
..........\..........\.....\.......\GetOptionPrice.m
..........\..........\.....\.......\WebinarScript.m
..........\..........\.....\VarReduction\BlsHalton.m
..........\..........\.....\............\BlsMC.m
..........\..........\.....\............\BlsMCAV.m
..........\..........\.....\............\BlsMCCV.m
..........\..........\.....\............\BlsSobol.m
..........\..........\.....\............\FillBetween.m
..........\..........\.....\............\VanillaPricingUsingDifferentMethods.m
..........\..........\MonteCarlo_Simulations_english.ppt
..........\..........\readme.txt
..........\..........\Simulations_Monte_Carlo_french.ppt
..........\..........\Demos\LakeArea
..........\..........\.....\MyMC
..........\..........\.....\PortSim
..........\..........\.....\VarReduction
..........\..........\Demos
..........\MonteCarlo
MonteCarlo
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