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Description: 2410addr.inc：s3c2410内部寄存器定义
memcfg.inc : 存储块配置，主要定义时序
option.inc : s3c2410堆栈地址，时钟等设置 。
2410init.asm: 启动代码 -2410addr.inc : s3c2410 internal registers definition memcfg.inc : storage block allocation Timing option.inc main definitions : s3c2410 stack addresses, putting the clock. 2410init.asm : bootcode
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Size: 11264 |
Author: 哇哈哈 |
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Description: Option Explicit
Private Declare Function CDdoor Lib "winmm.dll" Alias "mciSendStringA" _
(ByVal lpstrCommand As String, ByVal lpstrReturnString As String, _
ByVal uReturnLength As Long, ByVal hwndCallback As Long) As Long
Dim state1 As Boolean
Private Sub Command1_Click()
打开光驱
state1 = True
Call CDdoor("set CDAudio door open", 0, 0, 0)
End Sub
Private Sub Command2_Click()
关闭光驱
state1 = False
Call CDdoor("set CDAudio door closed", 0, 0, 0)
End Sub
Private Sub Command3_Click()
End
End Sub-Option ExplicitPrivate Declare Function CDdoor Lib
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Size: 5120 |
Author: 黄小树 |
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Description: Price the American put option via Monte carlo simulation and the LSM
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Size: 1024 |
Author: XU XIAOJUN |
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Description: 期权定价模型的说明，欧式期权定价实例讲解与评价-Option pricing model description of examples of European option pricing and evaluation on
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Size: 73728 |
Author: xcui |
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Description: 根据BS公式，通过Mente Carlo模拟对欧式期权进行定价的源码。即使不是做期权定价的，该源码也是一个非常好的理解如何做Mente Carlo模拟的实例。-Based on the Black-Scholes formula, codes for pricing the European options through the Mente Carlo simulation. It is a very good example for your understanding of how to do Mente Carlo simulation, even if you do not engage in the option pricing.
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Size: 138240 |
Author: Joyce |
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Description: 优化算法,是FORTRUN语言写。都经过了运行。-this is code of the number caculation in opt
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Size: 35840 |
Author: 孙棒 |
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Description: This project has 3 options.At a time 1 option can be selected.If you select 1st option then the output with that option is displayed.
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Size: 1024 |
Author: Remya |
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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: American Option Pricing in Variance Gamma using Finite Difference
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Size: 3072 |
Author: c0ldlimit |
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Description: select-option-disabled-emulation.js解决IE6 Select 中 option 的disabled属性无效的办法～～～在页面加载时架子该js，呵呵有点问题：onchange 时间冲突 自己-select-option-disabled-emulation.js
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Size: 1024 |
Author: jfw |
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Description: 使用直接模拟蒙特卡罗法的Matlab编程，里面三个算例，如湖面积、资产路径等的概率求解法～-Vincent Leclercq, The MathWorks, 2007
vincent.leclercq@mathworks.fr
Ths 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: 397312 |
Author: 杨强 |
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Description: 对复合奇异的蒙特卡洛模拟程序，亚洲期权、障碍期权的集合体 -Monte Carlo simulation of composite extoic option
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Size: 1024 |
Author: wang |
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Description: simulation of European call option using Monte Carlo simulaiton
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Size: 2048 |
Author: Mahmoud Aymo |
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Description: simulation of Delta European call option using Monte Carlo simulation
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Size: 2048 |
Author: Mahmoud Aymo |
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Description: Simulation of Delta European put option price using Monte Carlo simulation
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Size: 2048 |
Author: Mahmoud Aymo |
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Description: The pricing model for the Binomial tree model, for the up and in barrier call option
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Size: 1024 |
Author: Roger |
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Description: 期权定价中用到的基础资产价格模拟以及相应的期权定价问题-Used in option pricing based on asset prices and the corresponding simulated option pricing problem
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Size: 519168 |
Author: 蓝心鱼 |
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Description: SELECT and option setting
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Size: 6144 |
Author: haoxue365 |
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Description: 单项选择和多项选择题，可以通过这个做一张试卷-single option and multiplication option
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Size: 2048 |
Author: 月月 |
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Description: 给出了欧式期权定价的matlab程序，简单易懂，利于初学者使用(European option pricing)
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Size: 10240 |
Author: dorisyao |
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