nxsgeneratorrows

金融资产定价,随机过程,MONTE CARLO 模拟 JAVA 程序和文档资料

 98164394,355219262},

{217386272,693439660,965615244,154762973,436447974,799925933,668492905,
 842607298,791036533,626067281,22239456,678586727,806410990,935957395,
 13378684,139417906,542947431,866282064,955470920,476415717,29319813,
 738723019,310863222,837714036,747917136,328347967,851029220,767666096,
 964745988,401734446},

{124426506,534017541,504807159,389066462,356357537,725316735,659277475,
 756136726,958461663,655058111,114257772,133795835,1023812401,378615015,
 543820138,371991839,810602804,101893785,247079695,198575477,217168727,
 930751227,875740551,1021343329,521456293,239470050,84958534,620743129,
 123271774,544238382},

{669572624,333843660,444346220,356140799,190081678,512353278,796921871,
 600415539,453475202,848657261,603109415,745283747,151883079,1060772111,
 714582242,271029343,735760924,35818366,208189017,742934659,723194823,
 754382856,220628662,157700063,118306598,536381889,565112788,101605440,
 100486671,530359790},

{719846920,52922347,936119517,608310191,510418084,1033430645,567827140,
 661160957,258328750,718946670,236310941,133803377,168935681,1043464914,
 987196881,459837085,823469307,851754223,184441250,596703707,290780171,
 59741935,815598374,416271082,334275066,488096772,482629079,1019633822,
 257691498,612146801},

{915787995,171742109,134941161,748302528,401228388,175745030,524781059,
 599865139,22024809,736041817,37791189,53443125,1022208028,618558541,
 973936607,680773347,231100310,188099243,387492997,997909507,712762618,
 864453370,971076324,422303104,887951713,70908379,321106277,37257531,
 377525304,993066805},

{541243164,109743129,792736603,187956981,26958383,853015617,329470240,
 172383273,874347828,235666399,427079847,514437634,633169581,837815932,
 208607260,888137353,588084793,689649957,913247571,957569656,82894851,
 272748879,517167675,597600805,14301272,421502435,535550497,489600072,
 588119866,486064591},

{229677813,200942584,1056966489,703305147,118583330,634757241,367117372,
 850863584,691542163,625261051,975595510,687522116,186898165,247234909,
 363416034,1035231735,75052476,868760869,950694368,433949613,253713205,
 898716701,270518328,164766745,50123223,106155344,691291959,83686480,
 349811315,867635353},

{762318664,1073642543,564967196,486146330,994152282,480436438,40635107,
 901402239,767712015,403085167,913686502,676736454,283632149,207423788,
 1032456183,556764953,573432388,539147584,1053096806,246348695,866546419,
 318131241,409479478,19314747,142040277,669577250,670828194,766440062,
 1037065698,815986243},

{1068147734,982381558,190909672,227921657,374739209,345354308,301243259,
 490874673,152439690,424307886,256544451,446409440,88939318,927493863,
 540479486,605696652,105999616,700777601,839609487,642661344,269620503,
 649934339,297064636,632059693,671701847,257012421,270575278,928304922,
 853023247,878153656},

{908127231,456920491,575103776,1014645311,649190824,471861745,303688659,
 191446425,1059703468,735083227,1073560050,399977794,353339158,897373374,
 901344073,326945933,972224406,541542931,797731354,787796494,617219174,
 750951417,1027765865,918702517,147665819,56969400,191051689,648505617,
 1020627885,515999460},

}, 
 
// row encoded 14 dimensional generator matrices

{

{363719563,126351411,333577928,1056266471,863617271,545956392,264984465,
 681943159,78085838,303365306,714461760,878096179,498252671,361921399,
 1063052908,70946244,104581208,524819162,118770356,796438038,248234408,
 966943067,684422354,949155117,14743351,682186614,276383621,954908515,
 908779080,188650849},

{726717595,594712286,189627205,962626877,339264590,919793712,551920957,
 1071032665,966676047,389380967,907398637,1006152404,844213372,488904161,
 922394447,158553023,92371877,636183969,966656831,508946316,1007314493,
 706515892,896386477,22341291,841210574,287818538,583447977,19696092,
 215190261,728128467},

{409766165,80949732,958979209,201976339,297121774,214729864,1043245631,
 270423146,301241045,679963780,566269527,422403774,165302426,914777783,
 144300990,437527082,419837406,885130654,774249209,824807568,172485538,
 384520341,995290890,522922015,381287522,732993502,420132767,554262480,
 306479536,641326327},

{467561434,930123715,597698854,648058317,947215434,275322696,189119691,
 925373570,342298247,854593552,306693696,427297494,565611478,689496359,
 407839947,480181175,474306049,623831144,573116812,1025353306,646127332,
 20717872,692237780,790982509,780585624,520913570,542647738,114251809,
 908490564,323313502},

{598016715,36879633,413357082,688134786,529390887,836525405,101207742,
 490664799,11494833,522299314,551475773,292805888,497724752,588769302,
 730496039,386917419,875293549,309251161,897721384,773076175,599095939,
 647256214,285476502,674944667,56159762,276099032,568461366,844675922,
 37541153,455402722},

{540203051,758670719,741617654,37819314,140948332,49760762,21597375,
 526385708,1061539985,1045701947,603427637,786977027,254345255,1026578814,
 188180846,403679758,46785960,556911344,817653155,129910636,383529639,
 702519067,1008955264,816285592,389874521,1025108190,370052760,361843901,
 782388792,727300723},

{874780780,1032318137,786775357,593391885,441843415,878415332,42938588,
 326487870,130723815,191703994,387341724,771600788,710973497,154624564,
 994157100,978001805,434779620,1055151620,881172851,146590316,623010517,
 791412177,915915557,915210661,1072755931,510341731,93253334,795920433,
 574195950,611866662},

{990826533,203952029,870492277,1052220963,186404076,793778659,184746614,
 408220858,79873149,150093288,58150406,326849960,839453518,505919819,
 120084119,686127014,994898089,776213883,736633924,615787916,197990472,
 271596250,910133156,81863853,334711432,104742150,599466742,411643997,
 30005230,473224083},

{89878894,581365075,871966718,936443977,868585761,59510824,211223195,
 741257226,566789837,324012150,1000420904,390294924,559828109,547969020,
 899816526,44034976,402610207,879319035,751749594,750457816,896109678,
 200664812,356839039,377943788,75871134,988191444,612525298,428181965,
 79060962,245808923},

{659438054,976230761,621901013,990671526,779364542,1008101719,1048836861,
 753543499,531728282,630806886,407682815,527132550,731180892,196920828,
 663869657,1063558824,652317284,14622439,877620946,1008507639,904200452,
 71792432,893965205,336930819,744920405,884732703,593736443,383950873,
 713171048,212736844},

{251296924,866846431,882585823,726089887,570430933,124674441,1014322098,
 191282236,401072059,257700805,623630253,721097945,314891164,733331637,
 161550360,502391973,816418068,184735944,880183527,833093731,766925329,
 862523522,766437102,314856969,693813092,577743131,6892938,693316693,
 513249816,715150528},

{902131452,536908016,703024026,255588483,797459039,642799176,125289328,
 34940810,814984727,154130419,954568665,364941906,776843713,523478561,
 621488164,344765525,209934804,296960280,4686125,323886097,274739907,
 52824308,374139161,216143239,1040631726,250585515,1072159745,1070231107,
 295878124,356423628},

{707647585,668470041,846895146,890530169,397463630,310838951,249187095,
 826097215,49220519,335241096,538058126,720431917,553546564,475440125,
 359663258,627836411,525395389,479379746,139983909,166538312,767722472,
 307846915,155931062,286500052,986356837,394275280,135296169,815275901,
 202685428,647738757},

{531267531,63904746,194425588,529308760,139050208,550214416,841938907,
 851674637,474033192,137868193,934809352,867254475,714397996,188211231,
 53025880,906031050,966318476,6712754,406760659,922452103,522341224,
 570275994,81275582,926019935,447282841,562574040,394653639,794947205,
 668724913,686109321},

{379752491,650190375,323192837,734194683,38112520,58093839,389562127,
 875285157,787936082,760183554,29226022,532719339,344312085,142617226,
 588163644,105426877,177250683,162868885,574641189,7669603,193724285,
 185612450,217098721,135392219,1033477436,821412987,847784694,641540976,
 35355503,447014323},

},

// row encoded 15 dimensional generator matrices

{

{363719563,126351411,333577928,1056266471,863617271,545956392,264984465,
 681943159,78085838,303365306,714461760,878096179,498252671,361921399,
 1063052908,70946244,104581208,524819162,118770356,796438038,248234408,
 966943067,684422354,949155117,14743351,682186614,276383621,954908515,
 908779080,188650849},

{726717595,594712286,189627205,962626877,339264590,919793712,551920957,
 1071032665,966676047,389380967,907398637,1006152404,844213372,488904161,
 922394447,158553023,92371877,636183969,966656831,508946316,1007314493,
 706515892,896386477,22341291,841210574,287818538,583447977,19696092,
 215190261,728128467},

{409766165,80949732,958979209,201976339,297121774,214729864,1043245631,
 270423146,301241045,679963780,566269527,422403774,165302426,914777783,
 144300990,437527082,419837406,885130654,774249209,824807568,172485538,
 384520341,995290890,522922015,381287522,732993502,420132767,554262480,
 306479536,641326327},

{467561434,930123715,597698854,648058317,947215434,275322696,189119691,
 925373570,342298247,854593552,306693696,427297494,565611478,689496359,
 407839947,480181175,474306049,623831144,573116812,1025353306,646127332,
 20717872,692237780,790982509,780585624,520913570,542647738,114251809,
 908490564,323313502},

{598016715,36879633,413357082,688134786,529390887,836525405,101207742,
 490664799,11494833,522299314,551475773,292805888,497724752,588769302,
 730496039,386917419,875293549,309251161,897721384,773076175,599095939,
 647256214,285476502,674944667,56159762,276099032,568461366,844675922,
 37541153,455402722},

{540203051,758670719,741617654,37819314,140948332,49760762,21597375,
 526385708,1061539985,1045701947,603427637,786977027,254345255,1026578814,
 188180846,403679758,46785960,556911344,817653155,129910636,383529639,
 702519067,1008955264,816285592,389874521,1025108190,370052760,361843901,
 782388792,727300723},

{874780780,1032318137,786775357,593391885,441843415,878415332,42938588,
 326487870,130723815,191703994,387341724,771600788,710973497,154624564,
 994157100,978001805,434779620,1055151620,881172851,146590316,623010517,
 791412177,915915557,915210661,1072755931,510341731,93253334,795920433,
 574195950,611866662},

{990826533,203952029,870492277,1052220963,186404076,793778659,184746614,
 408220858,79873149,150093288,58150406,326849960,839453518,505919819,
 120084119,686127014,994898089,776213883,736633924,615787916,197990472,
 271596250,910133156,81863853,334711432,104742150,599466742,411643997,
 30005230,473224083},

{89878894,581365075,871966718,936443977,868585761,59510824,211223195,
 741257226,566789837,324012150,1000420904,390294924,559828109,547969020,
 899816526,44034976,402610207,879319035,751749594,750457816,896109678,
 200664812,356839039,377943788,75871134,988191444,612525298,428181965,
 79060962,245808923},

{659438054,976230761,621901013,990671526,779364542,1008101719,1048836861,
 753543499,531728282,630806886,407682815,527132550,731180892,196920828,
 663869657,1063558824,652317284,14622439,877620946,1008507639,904200452,
 71792432,893965205,336930819,744920405,884732703,593736443,383950873,
 713171048,212736844},

{251296924,866846431,882585823,726089887,570430933,124674441,1014322098,
 191282236,401072059,257700805,623630253,721097945,314891164,733331637,
 161550360,502391973,816418068,184735944,880183527,833093731,766925329,
 862523522,766437102,314856969,693813092,577743131,6892938,693316693,
 513249816,715150528},

{902131452,536908016,703024026,255588483,797459039,642799176,125289328,
 34940810,814984727,154130419,954568665,364941906,776843713,523478561,
 621488164,344765525,209934804,296960280,4686125,323886097,274739907,
 52824308,374139161,216143239,1040631726,250585515,1072159745,1070231107,
 295878124,356423628},

{707647585,668470041,846895146,890530169,397463630,310838951,249187095,
 826097215,49220519,335241096,538058126,720431917,553546564,475440125,
 359663258,627836411,525395389,479379746,139983909,166538312,767722472,
 307846915,155931062,286500052,986356837,394275280,135296169,815275901,
 202685428,647738757},

{531267531,63904746,194425588,529308760,139050208,550214416,841938907,
 851674637,474033192,137868193,934809352,867254475,714397996,188211231,
 53025880,906031050,966318476,6712754,406760659,922452103,522341224,
 570275994,81275582,926019935,447282841,562574040,394653639,794947205,
 668724913,686109321},

{379752491,650190375,323192837,734194683,38112520,58093839,389562127,
 875285157,787936082,760183554,29226022,532719339,344312085,142617226,
 588163644,105426877,177250683,162868885,574641189,7669603,193724285,
 185612450,217098721,135392219,1033477436,821412987,847784694,641540976,
 35355503,447014323},

},

// row encoded 16 dimensional generator matrices

{

{363719563,126351411,333577928,1056266471,863617271,545956392,264984465,
 681943159,52463357,303365306,341871271,878096179,1027086679,361921399,
 39103888,62748151,338638050,524819162,3876208,267521086,458865375,
 966943067,802258923,713427351,531164653,682186614,37351620,762889236,
 260620051,188650849},

{726717595,594712286,189627205,962626877,339264590,919793712,551920957,
 1071032665,966676047,1054115635,907398637,1006152404,162072233,344789835,
 922394440,158553011,92371900,873005565,640169584,237806147,641542344,
 519118056,896386491,536714453,859608546,634014818,618417251,3393265,
 156430672,666226982},

{409766165,80949732,958979209,201976339,297121774,214729864,1043245631,
 270423146,301241045,679963780,566269527,955107561,284626468,914777783,
 144300991,437527080,419837403,442171142,965324889,1065357291,410833689,
 561063529,575986391,237595697,210154797,521379252,53870289,554262484,
 709618621,927211987},