Monte Carlo simulations using MATLAB: All Files - File Exchange

Code covered by the BSD License

Highlights from
Monte Carlo simulations using MATLAB

BlsHalton(S0,X,r,T,sigma,NPoi... BlsHalton.m
BlsMC(S0,X,r,T,sigma,NRepl) BlsTMC.m
BlsMCAV(S0,X,r,T,sigma,NRepl) BlsMC.m
BlsMCCV(S0,X,r,T,sigma,NRepl,... Price a vanilla cal using the stock price s a control variable
CreateConvexPolygon(Containin...
EstimateAreaMC(xpoly,ypoly,ma...
FillBetween(Xdata,YLower,YUpp...
GetOptionPrice(Paths,Exercise...
TestPolyGon(Method) Create a Random Polygon
blsSobol(S,E,r,T,sigma,nSims) %GetSobolVanillaPrice - Vanilla option pricing using simulation and Sobol
ConfidenceIntervalInMC.m
MainLakeArea.m
MonteCarlo.m
VanillaPricingUsingDifferentM...
WebinarScript.m
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from Monte Carlo simulations using MATLAB by Vincent Leclercq
Demonstrations of Monte Carlo simulations in MATLAB

All files for Monte Carlo simulations using MATLAB

/MonteCarlo/Demos/LakeArea/ConfidenceIntervalInMC.m
/MonteCarlo/Demos/LakeArea/CreateConvexPolygon.m
/MonteCarlo/Demos/LakeArea/EstimateAreaMC.m
/MonteCarlo/Demos/LakeArea/MainLakeArea.m
/MonteCarlo/Demos/LakeArea/TestPolyGon.m
/MonteCarlo/Demos/MyMC/MonteCarlo.m
/MonteCarlo/Demos/PortSim/Equities.mat
/MonteCarlo/Demos/PortSim/GetOptionPrice.m
/MonteCarlo/Demos/PortSim/WebinarScript.m
/MonteCarlo/Demos/VarReduction/BlsHalton.m
/MonteCarlo/Demos/VarReduction/BlsMC.m
/MonteCarlo/Demos/VarReduction/BlsMCAV.m
/MonteCarlo/Demos/VarReduction/BlsMCCV.m
/MonteCarlo/Demos/VarReduction/BlsSobol.m
/MonteCarlo/Demos/VarReduction/FillBetween.m
/MonteCarlo/Demos/VarReduction/VanillaPricingUsingDifferentMethods.m
/MonteCarlo/MonteCarlo_Simulations_english.ppt
/MonteCarlo/Simulations_Monte_Carlo_french.ppt
/MonteCarlo/readme.txt
/license.txt

Highlights from Monte Carlo simulations using MATLAB

Highlights from
Monte Carlo simulations using MATLAB