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  • Last update: 5 years ago
  • Total downloads: 103
  • Operating system: Linux, Mac OS X, Win All, BSD, Solaris
  • Publisher: Kas Sharma (2 other programs)
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scripts default iconMediaWiki (Scripts) Publisher's description

Show the code behind pricingapp.m which first calls two files:

Open the file pricingapp.
* Show the code behind pricingapp.m which first calls two files:
Modelthelossprocess.m: This file is responsible for the Monte Carlo Simulation.
Overimposethestructure.m: This file adjusts the loss distribution according to the Excess of Loss contract.

Meaning of the plots:
1. figure1: This is a graph of distribution of losses without any contract adjustments
2. figure2: The graph of loss distribution after the contract terms are accounted for.
3. Main figure: CDF of the net present value.

System Requirements:

MATLAB 7.0.1 (R14SP1)
Program Release Status: New Release
Program Install Support: Install and Uninstall

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