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ATradingStrategyExample.m
ATradingStrategyExample.m
 
 
AmericanOptionPictures.m
AmericanOptionPictures.m
 
 
BrownianMotionExample.m
BrownianMotionExample.m
 
 
CLTCI.m
CLTCI.m
 
 
CLTCIfail.m
CLTCIfail.m
 
 
CrapsSimulation.m
CrapsSimulation.m
 
 
CrowdedMayoralElection.m
CrowdedMayoralElection.m
 
 
DemoUsingFunctions.m
DemoUsingFunctions.m
 
 
ExampleGAILOptions.m
ExampleGAILOptions.m
 
 
FittingData.m
FittingData.m
 
 
FittingDataScript.m
FittingDataScript.m
 
 
GamewithImportanceSampling.m
GamewithImportanceSampling.m
 
 
GenerateRandomVariables.m
GenerateRandomVariables.m
 
 
HandlesVsValues.m
HandlesVsValues.m
 
 
IntroGAILOptionPricing.m
IntroGAILOptionPricing.m
 
 
KeisterCubatureExample.m
KeisterCubatureExample.m
 
 
Keistertrue.m
Keistertrue.m
 
 
LateDateBinomialQuantileCI.m
LateDateBinomialQuantileCI.m
 
 
MATH565PrepareforWork.m
MATH565PrepareforWork.m
 
 
MultivariateNormalProbabilityExample.m
MultivariateNormalProbabilityExample.m
 
 
NagelSchreckenbergTraffic.m
NagelSchreckenbergTraffic.m
 
 
OptionPricingAntitheticVariates.m
OptionPricingAntitheticVariates.m
 
 
OptionPricingControlVariates.m
OptionPricingControlVariates.m
 
 
OptionPricingExample.m
OptionPricingExample.m
 
 
OptionPricingImportanceSampling.m
OptionPricingImportanceSampling.m
 
 
OptionPricingMeanMC_CLT.m
OptionPricingMeanMC_CLT.m
 
 
OptionPricingMeanMC_g.m
OptionPricingMeanMC_g.m
 
 
PricingAmericanOptions.m
PricingAmericanOptions.m
 
 
PricingAsianOptions.m
PricingAsianOptions.m
 
 
PricingSmileSkewEuropeanOptions.m
PricingSmileSkewEuropeanOptions.m
 
 
PricingwithControlVariates.m
PricingwithControlVariates.m
 
 
PublishMATH565Demos.m
PublishMATH565Demos.m
 
 
QuasiMonteCarloOptionPricing.m
QuasiMonteCarloOptionPricing.m
 
 
RAMproblems.m
RAMproblems.m
 
 
README.md
README.md
 
 
SandwichShopSimulation.m
SandwichShopSimulation.m
 
 
YoptPrice_Anti.m
YoptPrice_Anti.m
 
 
YoptPrice_CV.m
YoptPrice_CV.m
 
 
YoptPrice_IS.m
YoptPrice_IS.m
 
 
binoinv_bs_ver2.m
binoinv_bs_ver2.m
 
 
dataFit.m
dataFit.m
 
 
dataFitClass.m
dataFitClass.m
 
 
fittingDataFunction.m
fittingDataFunction.m
 
 
how-to-play-craps.jpg
how-to-play-craps.jpg
 
 
mxdom2mathjaxbigfont.xsl
mxdom2mathjaxbigfont.xsl
 
 
plotexpax.m
plotexpax.m
 
 
publishMathJax.m
publishMathJax.m
 
 
returnValue.m
returnValue.m
 
 
smileSkewEuro.m
smileSkewEuro.m
 
 
stockPriceHistory.txt
stockPriceHistory.txt
 
 
sumUnifRand.m
sumUnifRand.m
 
 

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MonteCarloNotesMfiles

This repository contains MATLAB .m files and data related to my MATH 565 Monte Carlo Methods in Finances. The contents are continually updated throughout the term.

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MATLAB files related to my Monte Carlo class

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