搜索资源列表
BlackScholesEuro
- 基本基础的欧式期权价格计算程序,使用最基本的布莱克斯科尔斯公式-basic European options prices, the use of the basic Black Scholes formula
qpsk_ber_sevelchannel
- 这是一个仿真qpsk信号通过不同信道模型(包括单径,多径,莱斯,瑞利平坦等信道)的性能的matlab程序。-This is a simulation qpsk signals through different channel model (including single-track, multi-track, Condoleezza Rice, Rayleigh and other flat Channel) Performance of Matlab procedures.
8psk_ber_sevelchannel
- 这是一个8psk信号通过不同信道模型(包括单径,多径,莱斯,瑞利平坦等信道)的性能的matlab仿真程序。-8psk This is a signal through different channel model (including single-track, multi-track, Condoleezza Rice, Rayleigh and other flat Channel) Performance of Matlab simulation program.
802.16aChannel
- 802.16a的三径莱斯信道模型,可直接使用。
4种噪声信道仿真
- 4种噪声白高斯,瑞利分布,莱斯分布,均匀分布的PDF仿真-Four kinds of noise is white Gaussian, Rayleigh distribution Rice distribution, uniform distribution of the PDF simulation
BlackScholes
- 布莱克斯科尔斯模型,应用于金融工程领域。-Black Scholes Model, to price the European Call Option and plot the graph. The model is highly used in quantitative field.
laisi
- 莱斯信道衰落仿真,用于观察信号的误码率,通过信道发生的变化-Rice fading channel simulation, the error rate for the observed signal, through the channel changes
QPSK-system-simulation
- 使用半分析半仿真的方法进行QPSK系统仿真,分别计算在高斯信道、瑞利衰落信道、莱斯信道环境下的系统误比特率(BER)-Simulate a QPSK system(without coding), write a summary report in MS Word file containing the following items together with the necessary analysis & discussions. system diagram error per
hw5
- 这个程序使用二项式方法计算欧式期权价格和二项式方法和布莱克-斯科尔斯之间的误差进行比较。 -This program uses binomial method to calculate the European option prices and compare the error between binomial method and Black-Scholes.
hw4
- 这个程序使用蒙特卡洛模拟计算欧式期权价格和蒙特卡罗和布莱克-斯科尔斯之间的误差进行比较。-This program uses Monte Carlo simulation to calculate the European option prices and compare the error between Monte Carlo and Black-Scholes. 1.use Marsagalia s polar method to generate the standard norm
