image thumbnail

updated 6 years ago

Monte Carlo simulations using MATLAB by Vincent Leclercq

Demonstrations of Monte Carlo simulations in MATLAB (finance, modeling, analysis)

BlsHalton(S0,X,r,T,sigma,NPoints)

BlsMC(S0,X,r,T,sigma,NRepl)

BlsMCAV(S0,X,r,T,sigma,NRepl)

image thumbnail

updated 12 years ago

Probability and Random Processes using Matlab by Donald Childers

Companion Software (statistics, probability, random processing)

Contact us