matlab 模拟股价 代码,matlab不断波动的股价仿真

Simulation of a Stock Price with constant Volatility

OneDBrownian

Simulation of 1D-Brownian Motion.

TwoDBrownian

Simulation of 2D-Brownian Motion.

Stock

Simulation of a Stock Price with constant Volatility

EWMA

Simulation of a Stock Price with EWMA

GARCH

Simulation of a Stock Price with GARCH(1,1)

RB

Simulation of the short rates through Rendleman & Bartter Model

Vasicek

Simulation of short rates through Vasicek model

CIR

Simulation of the short rates through Cox, Ingersoll and Ross Model

RBestimation

Nelder-Mead Method for Rendleman & Bartter Model. It estimates the parameters of the Modelμandσ.

VasicekEstimation

Newton-Raphson Method for Vasicek Model. It estimates the parameters of the Model σ, a and b.

CIRestimation

Nelder-Mead Method for Cox, Ingersoll and Ross Model. It estimates the parameters of the Model σ, a and b.

1factortest

Calculation of residuals from a one-factor descritized equilibrium models

pricing

This file uses stochastic interest rates and prices plains calls and puts in Eurobanks EFG stock with Monte Carlo techniques

EM

Parameter estimation of univariate mixtures of Normals with mixing parameter following a Bernoulli