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Monte Carlo simulations using MATLAB 1.0

  Date Added: June 10, 2013  |  Visits: 336

Monte Carlo simulations using MATLAB

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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 availableYou 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

Requirements: No special requirements
Platforms: Matlab
Keyword: Applied Availableyou Benfeits Carlo Comparison English Financial French Matlab Monte Montecarlo Option Pricing Reduction Simulation Simulations Technics Variance
Users rating: 0/10

License: Freeware Size: 399.36 KB
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