Demonstration of the principles of Monte Carlo simulations as applied to finance.
|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