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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 available

You 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

Free download from Shareware Connection - This set of files show some of the principles of Monte Carlo simulations, applied in the financial industry

Publisher: Vincent Leclercq | License: Freeware | Price: 0.00
Version: 1.0 | Size: 399 KB | Platform: Matlab, Scripts
Released Date: 17-03-2013 | Rating: 0 | Title: Monte Carlo simulations using MATLAB

Author Url: http://www.mathworks.com
Program Info Url: http://www.mathworks.com
Download Url: http://www.mathworks.com/matlabcentral/fx_files/17964/1/MonteCarlo.zip

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