Demonstration of the principles of Monte Carlo simulations as applied to finance.
| Date | Contributor | Description | Rating |
|---|---|---|---|
| 24 Nov 2009 | MathWorks Classroom Resources Team |
This set of files shows some of the principles of Monte Carlo simulations, as applied in the financial industry.
* how to code your own monte carlo simulation, for option pricing
Target audience: Advanced undergraduate (3rd or 4th year) Academic institution: N/A Materials available: Downloadable code/data files Products: Financial Toolbox,Optimization Toolbox,Statistics Toolbox |
| Tag | Applied By | Date/Time |
|---|---|---|
| statistics and data analysis | Meng | 21 May 2013 at 4:49pm |
| language english | Meng | 21 May 2013 at 4:49pm |
| business economics and finance | Meng | 21 May 2013 at 4:49pm |
| academic | Meng | 21 May 2013 at 4:49pm |
| downloadable code | Hossein | 9 May 2012 at 5:22pm |
| academic | Hossein | 9 May 2012 at 5:22pm |
| academic | Jorge | 7 Nov 2011 at 12:23am |
| tracking | Quach Kha Quang | 27 Oct 2011 at 1:38am |
| tracking | Eric | 3 Aug 2010 at 5:15am |
| language french | MathWorks Classroom Resources Team | 24 Nov 2009 at 11:11am |
| language english | MathWorks Classroom Resources Team | 24 Nov 2009 at 11:11am |
| academic | MathWorks Classroom Resources Team | 24 Nov 2009 at 11:11am |
| mw fileexchange | MathWorks Classroom Resources Team | 24 Nov 2009 at 11:11am |
| computational finance | MathWorks Classroom Resources Team | 24 Nov 2009 at 11:11am |
| business economics and finance | MathWorks Classroom Resources Team | 24 Nov 2009 at 11:11am |
| statistics and data analysis | MathWorks Classroom Resources Team | 24 Nov 2009 at 11:11am |
| downloadable code | MathWorks Classroom Resources Team | 24 Nov 2009 at 11:11am |
| tracking | yasmin begum | 9 Oct 2009 at 2:38am |