Em Andamento

INTEGRATION, MONTE CARLO AND BLACK-SCHOLES EQUATION FOR OPTIONS

The purpose of this lab's to:

• calculate integrals with two different methods: Monte Carlo and quadrature.

• see the expected values of random walks as difference methods.

• examination of an example of integration method in high dimension.

• give examples of differential equations with stochastic data.

• practice on numerical integration, derivation, differential equations, Monte Carlo method, and Matlab programming.

Habilidades: Elaboração de relatórios, Estatísticas

Ver mais: writing equations, values report writing, stochastic programming, see writing method, report writing method, programming practice, numerical programming, methods writing report, method writing report, method report writing, dimension data, writing matlab, writing lab, statistics matlab, monte, matlab statistics, lab report, differential equations, matlab example, monte carlo integration matlab, programming statistics, matlab lab report, quadrature matlab, black scholes report, matlab integration

Acerca do Empregador:
( 8 comentários ) Stockholm, Sweden

ID do Projeto: #5093467

Premiar a:

Zhats

A proposal has not yet been provided

$650 USD em 25 dias
(14 Avaliações)
5.6