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粒子滤波是基于序贯Monte Carlo 仿真方法的非线性滤波算法，对基本粒子滤波算法的原理实现步骤进行了详细的介绍，进行了仿真试验。-Particle filter is based on sequential Monte Carlo simulation method of nonlinear filtering algorithm, the principle of elementary particle filter algorithm to achieve a detailed int
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蒙特卡洛模拟，用于商业统计用途，可以再已算好均值和均方差的情况下使用-Monte Carlo simulation
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Monte Carlo theori on algoritma
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用蒙特卡洛模拟来迭代1000次以后，计算10天后的VaR,特色就是对里面的方差和均值进行差分。里面有详细步骤和方法。-Using monte carlo simulation to iteration after 1000 times, calculate the VaR after 10 days,the characteristic of model is that calculating the the variance and mean 不by difference.There are
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