Monte Carlo simulations using MATLAB
Demonstrations of Monte Carlo simulations in MATLAB
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This set of files show some of the principles of Monte Carlo simulations, applied in the financial industry. this is the content of the web seminar called "Simulations de Monte Carlo en MATLAB".
The slides are in French and a copy in English is also available
You will find here :
* how to code your own monte carlo simulation, for option pricing
* a comparison of some of the Variance Reduction Technics
* Benfeits of using MATLAB for MonteCarlo simulation
Cite As
Vincent Leclercq (2026). Monte Carlo simulations using MATLAB (https://se.mathworks.com/matlabcentral/fileexchange/17964-monte-carlo-simulations-using-matlab), MATLAB Central File Exchange. Retrieved .
Acknowledgements
Inspired: Availability & Unavailability IEEE39 Bus using Monte Carlo, Monte Carlo Simulation
General Information
- Version 1.0.0.1 (398 KB)
MATLAB Release Compatibility
- Compatible with any release
Platform Compatibility
- Windows
- macOS
- Linux
