搜索资源列表
MonteCarloEuro
- 蒙特卡洛模拟来计算欧式期权的定价，更忌精确但是耗时很大。-Monte Carlo simulation to calculate European option pricing, more accurate but time-consuming bogey great.
martingale-1.0.tar
- 金融资产定价,随机过程,MONTE CARLO 模拟 JAVA 程序和文档资料-pricing financial assets, random process simulation MONTE CARLO JAVA procedures and documentation
bfl-0.4.2
- Klaas Gadeyne, a Ph.D. student in the Mechanical Engineering Robotics Research Group at K.U.Leuven, has developed a C++ Bayesian Filtering Library that includes software for Sequential Monte Carlo methods, Kalman filters, particle filters, etc. -Klaa
电力系统发输电系统基于非序贯的蒙特卡罗抽样的风险评估程序
- 电力系统发输电系统基于非序贯的蒙特卡罗抽样的风险评估程序,Power system and transmission system is based on non-sequential Monte Carlo sampling of the risk assessment procedures
ptscextyuanshi
- 蒙特卡罗模拟光散射程序，粒子随机分布，绝对可以直接运行。带有简单说明～～～～～～！-Monte Carlo Simulation of light scattering process, a random distribution of particles can definitely make a direct run. With a brief descr iption of ~~~~~~!
LMM_MonteCarlo
- MATLAB code to perform Monte Carlo simulation for getting price of an European swaption under the Libor Market Model (LMM) framework.
CEPSC_COM
- 考虑风电的FTR拍卖模型研究论文基于蒙特卡罗模拟的遗传算法源程序-Consider the wind power of FTR auction model based on Monte Carlo simulation studies of the genetic algorithm source code
rbmcda_1_0
- 基于RBMCDA (Rao-Blackwellized Monte Carlo Data Association)方法的多目标追踪程序-RBMCDA Toolbox is software package for Matlab consisting of multiple target tracking methods based on Rao-Blackwellized particle filters. The purpose of the toolbox is provide a test
book
- 网上图书系统 图书管理、借出登记、归还登记-Geometric Level Set Methods in Imaging,Vision and Graphics- Osher, Paragios(Springer 2003).pdf Image Analysis,Random Fields and Dynamic Monte Carlo Methods-Winkler(Springer).pdf Level Set and Dynamic Implicit Surfaces- Osher,
bpsk
- 蒙特卡罗仿真正弦信号BPSK调制,仿真随着信噪比的改变而误码率/误比特率的变化。-BPSK modulated sinusoidal signal Monte-Carlo simulation, simulation, signal to noise ratio changes as the bit error rate/bit error rate changes.
VCstockprice
- 利用C++模拟股票价格，使用了蒙特卡洛模拟技术-The use of C++ simulation of stock prices, using the Monte Carlo simulation techniques
ccruncher-1.5_src
- 金融算术，计算VAR值，蒙特卡洛算法，等-CreditCruncher computes the Value At Risk (VAR) of large credit portfolios using the Monte Carlo method. Keywords: ratings, transition matrix, survival functions, correlations, copulas, VAR, Expected Shortfall
mykl
- 蒙特卡罗模拟法，对于5节点系统进行了相关的计算，结果比较理想。-Monte-Carlo simulation
monte
- 期权定价 monte carlo方法 使用bs公式-Monte carlo option pricing method using bs formula
Monte-Carlo-simulations-
- 蒙特卡洛模拟实验——用蒙特卡罗方法模拟源137Cs（E0＝662KeV）在NaI(Tl)闪烁体中的输运情况。 -Monte Carlo simulations- Monte Carlo method to simulate the source the 137Cs (E0 = 662KeV) NaI (Tl) scintillator transport situation.
A-monte-carlo-procedure
- 一份蒙特卡洛程序,康普顿散射,进入探测器的总计数,探测效率的计算-A monte carlo procedure
MONTE-CARLO
- excel,VBA代码，模仿的是蒙特卡洛实验-Monte Carlo
monte-carlo
- 这是一些蒙特卡罗方法的例子，全部都是.m文件，使用matlab可以完美运行，有注释能看懂-This is some examples of Monte Carlo methods, all of which are. M documents, the use of matlab can be perfect to run,
monte-carlo-pi
- 蒙特·卡罗方法（Monte Carlo method），pi计算程序，适用于入门学习者。统计模拟方法。-Monte Carlo (Monte Carlo method), pi calculation program for entry-learners. Statistical simulation method.
Monte Carlo CEV
- CEV 蒙特卡洛模拟定价option, 增加了volatility的变化，但是当网格较密时可以忽略(Use Monte Carlo to calculate option)