Friday, June 14, 2013

Monte Carlo in Excel

MATLAB
http://www.slideshare.net/amirkh/monte-carlo-simulation-of-heston-model-in-matlab1
http://www.jhuapl.edu/ISSO/Pages/matlab.html
http://www.mathworks.se/matlabcentral/fileexchange/20145-asian-option-pricing-using-monte-carlo-control-variate-method
http://itf.fys.kuleuven.be/~enrico/Teaching/comp_physA.html
http://omlc.ogi.edu/software/mc/
http://www.mathworks.com/matlabcentral/fileexchange/14508-pricing-derivatives-securities-using-matlab
http://www.sourcecodeonline.com/list?q=monte_carlo_matlab
http://people.maths.ox.ac.uk/gilesm/mc/
http://www.mathworks.in/matlabcentral/fileexchange/17964-monte-carlo-simulations-using-matlab
http://en.literateprograms.org/Monte_Carlo_simulation_(Matlab)#chunk use:test_simplest_montecarlo0.m
http://people.sc.fsu.edu/~jburkardt/m_src/triangle_monte_carlo/triangle_monte_carlo.html

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