Monte Carlo simulations using MATLAB

버전 1.0.0.1 (398 KB) 작성자: Vincent Leclercq

Demonstrations of Monte Carlo simulations in MATLAB

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다운로드 수: 33.3K

업데이트 날짜: 2016/9/1

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This set of files show some of the principles of Monte Carlo simulations, applied in the financial industry. this is the content of the web seminar called "Simulations de Monte Carlo en MATLAB".
The slides are in French and a copy in English is also available

You will find here :

* how to code your own monte carlo simulation, for option pricing
* a comparison of some of the Variance Reduction Technics
* Benfeits of using MATLAB for MonteCarlo simulation

인용 양식

Vincent Leclercq (2026). Monte Carlo simulations using MATLAB (https://kr.mathworks.com/matlabcentral/fileexchange/17964-monte-carlo-simulations-using-matlab), MATLAB Central File Exchange. 검색 날짜: 2026/1/16.

MATLAB 릴리스 호환 정보

개발 환경: R2008a

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도움

도움 준 파일: Availability & Unavailability IEEE39 Bus using Monte Carlo, Monte Carlo Simulation

MonteCarlo/Demos/LakeArea/

MonteCarlo/Demos/MyMC/

MonteCarlo.m

MonteCarlo/Demos/PortSim/

MonteCarlo/Demos/VarReduction/

버전	게시됨	릴리스 정보
1.0.0.1	2016/9/1	Updated license	다운로드
1.0.0.0	2008/6/9	Updated version, which needs now the R2008a release for sobol and halton sequences	다운로드