[下载]再来matlab版本的monter carlo 模拟 17 个回复 - 5906 次查看
Introduction to MATLAB for EconomistsAndrew HollenhorstUCLA, September 2006
这是一本书的第三章
附带几个monter carlo模拟程序及其他统计程序2007-8-10 16:18 - xuelida - MATLAB等数学软件专版
Monte Carlo simulations to the Libor Market Model by MATLAB 1 个回复 - 3180 次查看
Apply Monte Carlo simulations to the Libor Market Model stochastic differential equation to model the expected value of a three-month spot rate 10 years from now!
% GIVEN CODES
f = repmat(0.05,4 ...2011-4-30 04:23 - mrchild - 投资人(实务版)
用最小二乘法Monte Carlo仿真 Matlab 求解美式看跌期权 0 个回复 - 1418 次查看
请问各位大神,如何用最小二乘法数值估计美式看跌期权的价格?作业要求用matlab 蒙特卡洛仿真做:
Use the least-squares approach to estimate numerically the price of the American put option written on the ...2016-12-24 18:10 - yilu0574 - 经济金融数学专区