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Description: hs 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
-hs 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
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Size: 407552 |
Author: yang |
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Description: Monte Carlo Integration
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Size: 2048 |
Author: abbas |
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Description: 用MATLAB编写的运用Monte Carlo method数值积分的实例程序。可供初学者参考学习！-TETRAHEDRON_MONTE_CARLO is a MATLAB library which estimates the integral of a function over a tetrahedron using the Monte Carlo method.
The library makes it relatively easy to compare different methods of producing sample points in the tetrahedron, and to vary the tetrahedron over which integration is carried out.
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Size: 5120 |
Author: sun |
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Description: 书名：《Explorations in Monte Carlo Methods》。
这是一本介绍Monte Carlo方法的英文书。包括Monte Carlo方法的一些应用、优化以及随机行走等。-Title: Explorations in Monte Carlo Methods. This is a Monte Carlo method describes the book in English. Monte Carlo methods, including some applications, optimizing and random walks.
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Size: 2123776 |
Author: JDai |
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Description: Monte Carlo方法课件，清华大学用的。
这是一份很好的Monte Carlo方法教程，详细的介绍了蒙特卡洛算法的知识和应用。-Monte Carlo method courseware, Tsinghua University. This is a very good tutorial Monte Carlo method.
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Size: 1211392 |
Author: JDai |
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Description: Markov Chain for monte carlo
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Size: 2048 |
Author: Ines |
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Description: description of monte carlo methods
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Size: 4593664 |
Author: daousy2 |
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Description: 模拟退火算法是基于蒙特卡罗迭代求解法的一种启发式随机搜索过程。本文给出了该算法的详细介绍和伪代码。-Monte-Carlo simulated annealing algorithm is based on a heuristic iterative method for solving stochastic search process. This paper gives a detailed description of the algorithm and pseudo code.
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Size: 5120 |
Author: Royal |
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Description: 粒子滤波器是通过蒙特卡罗模拟来实现递归贝叶斯滤波，它不需要线性、高斯噪声的假设，适用于任何能用状态空间模型表示的非线性系统，比卡尔曼滤波器的适用范围广。这里给出了几个粒子滤波的matlab编程实例。-Particle filters are using Monte Carlo simulations to achieve the recursive Bayesian filtering, it does not require linear, Gaussian noise assumptions, can be used for any state-space model of nonlinear systems .It has a wider scope application than the Kalman filter . Here are a few examples of particle filter matlab programming.
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Size: 11264 |
Author: 郑玉凤 |
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Description: Monte Carlo 通讯系统之模拟，内包含错误率与SNR之各项资料-Monte Carlo simulation of communication systems ，contains the error rate and SNR of the data
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Size: 1024 |
Author: 李文隆 |
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Description: 本程序和文件主要用蒙特卡洛的思想来仿真骰子投掷事件发生的概率。用增加投掷次数的方法来逼近实际。-This procedure, and the paper s main ideas to use the Monte Carlo simulation of the probability of dice throwing incident. With the increase in the number of ways to throw close to the actual.
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Size: 114688 |
Author: zonglichen |
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Description: monte carlo mothod using matlab 方法-monte carlo mothod using matlab
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Size: 54272 |
Author: 王博 |
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Description: 用蒙特卡洛法仿真掷骰子问题，可以通过增加实验次数来无限逼近理论概率-Dice with the Monte Carlo simulation of the problem, you can experiment by increasing the number of times the probability of an infinite approximation theory
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Size: 1024 |
Author: zhp |
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Description: poisson 求解
Benchmarks several different ways of generating Compound Poisson random variables by Monte Carlo simulation.-compound poisson
Benchmarks several different ways of generating Compound Poisson random variables by Monte Carlo simulation.
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Size: 4096 |
Author: stone |
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Description: MPI monte-carlo PI calculation
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Size: 6144 |
Author: mghs |
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Description: 完成M=4的正交信号的数字通信系统的蒙特卡罗仿真。分析其在加性高斯白噪声下误码率与信噪比之间的关系，绘出误码率-信噪比曲线图，并和物理曲线进行比较。-The completion of M = 4 orthogonal signals in Monte Carlo simulation of digital communication systems. Analysis of the additive white Gaussian noise bit error rate and signal to noise ratio under the relationship between the mapped BER- signal to noise ratio curve, and and physical curves for comparison.
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Size: 3072 |
Author: 马妍 |
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Description: monte carlo fortran chengxu yuyan moni
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Size: 9886720 |
Author: 徐 |
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Description: 简单的蒙特卡洛算法，设计拟合随机数，通过系类操作完成部分计算-A simple Monte Carlo algorithm, designed to fit a random number, through the Department of the completion of part of the calculation of class action
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Size: 2048 |
Author: wangqiaoyi |
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Description: 本文件包括了蒙特卡洛所以常用的模拟方法，是初学者比较好的学习教材~-The document includes the Monte Carlo simulation methods commonly used so it is good learning materials for beginners ~
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Size: 384000 |
Author: pyz |
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Description: 美国汪利宏的蒙特卡洛及卷积模拟程序，可以模拟top-hat光束和高斯光束在生物组织中的传输-U.S. WANG Li-hong of the Monte Carlo and convolution simulation program can simulate the top-hat beam and Gaussian beam transport in tissue
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Size: 222208 |
Author: 朱松 |
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