1 Numerical Methods in Finance A MATLAB-Based Introduction, Paolo Brandimarte, 2002, John Wiley & Sons.
2 Applied Computational Economics and Finance, Mario J. Miranda and Paul L. Fackler, 2002, MIT Press.
3 Computational Statistics Handbook with MATLAB, Wendy L. Martinez and Angel R. Martinez,2002, Cahpman & Hall.
4 Financial Engineering and Computation, Yuh-Dauh Lyuu, 2002, Cambridge U.P.
5 Monte Carlo Methods in Finance, Peter Jackel, 2002, John Wiley & Sons.
6 Simulation, 3rd ed., Sheldon Ross, 2002, Academic Press.
function MonteCarloCall(s,k,v,r,v,t,n) for i=1:n W(i)=norminv((i-0.5)/n,0,1); end X=s*exp(r*t-v^2/2*t+W*v*sqrt(t))-k; for i=1:n if X(i)<0 X(i)=0; end end MonteCarloCall=sum(X)/n
3 Computational Statistics Handbook with MATLAB, Wendy L. Martinez and Angel R. Martinez,2002, Cahpman & Hall. 5 Monte Carlo Methods in Finance, Peter Jackel, 2002, John Wiley & Sons.
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