nxsgeneratorrows

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

{467561434,930123715,597698854,648058317,947215434,275322696,189119691,
 925373570,342298247,854593552,396346066,427297494,1024886163,336487607,
 407839949,480181179,474306072,65831972,730212082,687327018,644792536,
 1051908400,889709511,801681759,1023408433,855329054,1008563125,341106972,
 941232885,939036962},

{598016715,36879633,413357082,688134786,529390887,836525405,101207742,
 490664799,11494833,522299314,583110352,292805888,247866556,1052591429,
 730496033,386917415,875293557,99782499,920602639,425898890,156162358,
 107809551,623898110,46232889,637144328,372203353,365552457,910212709,
 280354127,260652191},

{874780780,1032318137,786775357,593391885,441843415,878415332,42938588,
 326487870,130723815,785144252,387341724,771600788,127740332,592968206,
 994157099,978001793,434779645,729282287,354410120,791171421,491923658,
 351481648,915915554,241023036,649736868,632545424,469673852,909774405,
 1003732247,531359009},

{540203051,758670719,741617654,37819314,140948332,49760762,21597375,
 526385708,1061539985,579527250,603427637,786977027,37143057,1026578814,
 188180847,403679756,46785965,667156179,891312700,471918364,294250646,
 432700999,1008955269,938630575,36531043,218890627,413601250,8463491,
 782388798,91934927},

{990826533,203952029,870492277,1052220963,186404076,793778659,184746614,
 408220858,79873149,150093288,58150406,269228974,570757344,505919819,
 120084118,686127012,994898093,298863363,484781311,687199643,650162558,
 61321752,225670925,285598097,274126380,759224780,538885718,411643995,
 571217690,114403460},

{89878894,581365075,871966718,936443977,868585761,59510824,211223195,
 741257226,566789837,324012150,207363495,390294924,559828109,377003347,
 877987647,44034976,402610207,448122428,925503731,282184435,603842202,
 427105648,29326592,862664874,1062493067,275667799,802501187,198359584,
 67791473,940026761},

{659438054,976230761,621901013,990671526,779364542,1008101719,1048836861,
 753543499,877275007,241367427,289394386,527132550,731180892,196920828,
 741154085,1063558824,73339515,671306328,177839438,280603233,69598435,
 553636047,21758641,679392417,1040597771,639040741,867477365,195068519,
 904480750,430967557},

{251296924,866846431,882585823,726089887,570430933,124674441,1014322098,
 191282236,584440131,257700805,623630253,199904397,422483729,733331637,
 818940721,502391973,600211113,832718859,880183527,105319506,911207421,
 75898035,546969523,569282401,997955765,943189515,6892938,392476249,
 519515299,878147683},

{902131452,536908016,703024026,255588483,797459039,642799176,125289328,
 34940810,814984727,154130419,954568665,757407115,380124696,523478561,
 343228356,344765525,209934804,733893040,4686125,157645789,1063363845,
 420310840,421343735,843471422,128937584,38733292,181218315,860436375,
 398555761,534645125},

{403099131,1036462677,892066497,341684534,223489259,234965009,19905077,
 931842084,1026230795,1011059645,746733161,358619256,432009135,983738138,
 24518058,297205887,347292813,58075623,134401733,539020927,770756513,
 301173416,363639933,789096518,418407949,242383984,662950093,1055777508,
 79433174,640498181},

{707647585,668470041,846895146,890530169,397463630,310838951,249187095,
 826097215,49220519,335241096,782929433,720431917,553546564,591356063,
 380704065,627836411,525395389,795160220,747434339,134050143,928864726,
 711080970,160565023,698130484,346507239,762040514,929275449,425334989,
 968144228,422912892},

{379752491,650190375,323192837,734194683,38112520,58093839,389562127,
 875285157,787936082,760183554,29226022,511529677,356007219,142617226,
 1052163461,105426877,177250683,265775255,574641189,509636365,109461310,
 352669900,797298167,858221260,605131882,721505885,563118811,749568523,
 926871602,621924245},

{531267531,63904746,194425588,529308760,139050208,550214416,841938907,
 851674637,967506763,137868193,934809352,1056799343,421894631,188211231,
 289105312,906031050,857200977,369465542,406760659,409343592,23228780,
 257961589,866153129,766964599,636314676,365872358,394653639,553244867,
 894090625,255777848},

},


// row encoded 17 dimensional generator matrices

{

{8813531,381841034,385019013,586292183,790116033,642636541,
718119096,27304861,613134495,596747508,756944935,1024741994,
778571147,947904617,397401093,505348241,716322040,926104012,
162133250,544091953,680954390,1406619,658695883,16787330,
224233679,1047717422,904150329,275169330,885387152,164977651},

{405812038,411393675,757715243,869218450,626918488,436671822,
63582450,808378858,339436886,930530470,458875863,274499111,
483478926,770368970,285971665,617666395,364584395,8673584,
544489438,59714729,454326591,435317550,540254945,277088876,
579856121,892742206,108816419,874026786,473254667,38018179},

{327749141,1056744279,855356446,345687472,221201985,821602489,
948096919,953214877,81933675,285345542,660869133,206647270,
44377880,1016433239,937102247,435907859,192287120,539534210,
32434107,41486950,154950396,584318326,192208013,188362339,
564110112,992738106,306139174,337355799,193761229,812402199},

{552838698,638632809,700030152,515040362,103836461,858991086,
666598254,867323642,705564183,513760522,5513212,809267771,
179465696,219412555,794796183,309639326,706999059,335394661,
948168690,742370554,457942536,458704717,745015868,671426695,
231697509,483734975,582306982,1011502621,89061865,222445648},

{271950605,668838031,371572645,450856773,990810986,639405546,
615214997,380284026,72125523,902611779,315935122,1034128769,
198622727,859532191,123796004,1036903261,894482292,273453937,
150510406,98338907,949291017,920962118,94270389,718514775,
894134984,144396640,336675522,37333592,551599838,434334490},

{759500428,139327099,673352206,909345392,12380496,125142982,
754213332,988381368,604922551,978599588,582059888,363332646,
714447645,924717057,23670863,345829181,73533047,1047850607,
730072912,856897833,786487334,573677964,930796833,879054767,
609107558,587073609,673775702,712891385,63787894,682459891},

{904092368,332046330,883650317,737392131,1676336,118664031,
266922422,965432538,765076089,902710322,59380556,680809989,
474995740,709222928,959227305,271725048,594527586,378227138,
143031457,456698065,636328377,783962157,1071855249,481837136,
801675323,62303078,317802130,1070684643,356512395,63720035},

{541117314,836534580,1001408640,1016167942,879191156,403160915,
650350145,657322616,781731448,924124996,793407135,996714054,
1065120084,857757264,353535648,231312164,1047794869,847417361,
618945207,852436323,269137054,803795937,251324081,186267576,
339583731,252781341,656589446,208766878,1061935297,293071125},

{263093936,726345369,105774409,676608638,335232560,40099469,
593530009,1059271061,1067130454,719784549,952921376,788011863,
154341228,51589099,262408477,131908294,458873524,911530397,
441340744,270837886,836229408,637360020,962384671,371543405,
127617854,378680386,97659044,459748723,172489056,724794967},

{1000790840,1051498618,243018377,27772477,216084406,549031907,
168410622,1001296802,656536237,598258792,1069650917,1014972715,
679710005,504945682,756918169,70897971,237661243,161324950,
956925927,195074195,645756364,546012095,545941546,1049539831,
582897884,965572994,839559391,606556282,369804251,21946660},

{448801200,801860399,547098187,483683336,515509017,924433603,
20811710,711223175,984039707,278787572,350618394,35324831,
406504964,286621870,333799968,508005434,782126742,215170793,
796261207,941778962,992143264,290461839,705775303,656633555,
1026409635,574977394,59672896,1016512000,796799504,430535669},

{784373311,448798101,243817209,1020796990,813284844,984440926,
751938130,288485181,983652115,72303732,766211855,941053006,
976036468,934056638,377995328,889287161,87390966,666729205,
587394520,388501124,790709912,170149516,175332341,706451447,
284177459,1009168560,647867279,845531017,258723264,925688264},

{1045310623,92154646,38977469,659984633,435873128,722767746,
207821513,625362412,346779898,798756539,20701310,1066423139,
928535214,859003297,607989932,623493500,802639676,306372755,
661864837,980275098,778586115,341979549,397499938,633754916,
674186589,336670799,422129845,252488644,567773187,358942820},

{999107169,594200879,979548191,992154607,923106835,611774550,
566411636,590393734,395575766,726893107,575738832,978908429,
691419765,832719691,128508443,259007421,389482100,153236646,
972089913,1041257040,520891699,698874514,767969259,771003834,
699625982,531797848,509665913,438136074,748073610,275530702},

{1042958579,235390230,329411594,1027424555,387201468,1016112631,
804857520,777188124,564509802,235950443,349620029,527657839,
134462579,909247855,408387960,195096559,680386940,1002194938,
514421652,393192278,557057032,1030676417,549532517,987515803,
326238945,112917193,61419423,141919809,221055449,159335516},

{414441002,1024306889,907876666,460112826,992718912,370890823,
956777174,671228611,354144605,345798430,591360486,453580956,
738151210,715046991,14716694,711308128,634247707,748456091,
823841288,985497733,552363270,67068459,201680800,43215109,
1060771752,783718751,545186020,950182700,432696458,993390160},

{924272946,364414014,1013848053,805925312,285683548,477011215,
328727425,376307794,896796070,892526628,19913675,1035358057,
730838979,142802060,297437234,507997313,489906725,517217024,
956171477,116589875,133465004,1024358764,274797610,549109431,
922363963,462312130,76258600,133147585,577825143,193218732}

},

// row encoded 18 dimensional generator matrices

{

{8813531,381841034,385019013,586292183,790116033,642636541,
718119096,27304861,613134495,596747508,756944935,1024741994,
778571147,947904617,397401093,505348241,716322040,926104012,
162133250,544091953,680954390,1406619,658695883,16787330,
224233679,1047717422,904150329,275169330,885387152,164977651},

{405812038,411393675,757715243,869218450,626918488,436671822,
63582450,808378858,339436886,930530470,458875863,274499111,
483478926,770368970,285971665,617666395,364584395,8673584,
544489438,59714729,454326591,435317550,540254945,277088876,
579856121,892742206,108816419,874026786,473254667,38018179},

{327749141,1056744279,855356446,345687472,221201985,821602489,
948096919,953214877,81933675,285345542,660869133,206647270,
44377880,1016433239,937102247,435907859,192287120,539534210,
32434107,41486950,154950396,584318326,192208013,188362339,
564110112,992738106,306139174,337355799,193761229,812402199},

{552838698,638632809,700030152,515040362,103836461,858991086,
666598254,867323642,705564183,513760522,5513212,809267771,
179465696,219412555,794796183,309639326,706999059,335394661,
948168690,742370554,457942536,458704717,745015868,671426695,
231697509,483734975,582306982,1011502621,89061865,222445648},

{271950605,668838031,371572645,450856773,990810986,639405546,
615214997,380284026,72125523,902611779,315935122,1034128769,
198622727,859532191,123796004,1036903261,894482292,273453937,
150510406,98338907,949291017,920962118,94270389,718514775,
894134984,144396640,336675522,37333592,551599838,434334490},

{759500428,139327099,673352206,909345392,12380496,125142982,
754213332,988381368,604922551,978599588,582059888,363332646,
714447645,924717057,23670863,345829181,73533047,1047850607,
730072912,856897833,786487334,573677964,930796833,879054767,
609107558,587073609,673775702,712891385,63787894,682459891},

{904092368,332046330,883650317,737392131,1676336,118664031,
266922422,965432538,765076089,902710322,59380556,680809989,
474995740,709222928,959227305,271725048,594527586,378227138,
143031457,456698065,636328377,783962157,1071855249,481837136,
801675323,62303078,317802130,1070684643,356512395,63720035},

{541117314,836534580,1001408640,1016167942,879191156,403160915,
650350145,657322616,781731448,924124996,793407135,996714054,
1065120084,857757264,353535648,231312164,1047794869,847417361,
618945207,852436323,269137054,803795937,251324081,186267576,
339583731,252781341,656589446,208766878,1061935297,293071125},

{263093936,726345369,105774409,676608638,335232560,40099469,
593530009,1059271061,1067130454,719784549,952921376,788011863,
154341228,51589099,262408477,131908294,458873524,911530397,
441340744,270837886,836229408,637360020,962384671,371543405,
127617854,378680386,97659044,459748723,172489056,724794967},

{1000790840,1051498618,243018377,27772477,216084406,549031907,
168410622,1001296802,656536237,598258792,1069650917,1014972715,
679710005,504945682,756918169,70897971,237661243,161324950,
956925927,195074195,645756364,546012095,545941546,1049539831,
582897884,965572994,839559391,606556282,369804251,21946660},

{448801200,801860399,547098187,483683336,515509017,924433603,
20811710,711223175,984039707,278787572,350618394,35324831,
406504964,286621870,333799968,508005434,782126742,215170793,
796261207,941778962,992143264,290461839,705775303,656633555,
1026409635,574977394,59672896,1016512000,796799504,430535669},

{784373311,448798101,243817209,1020796990,813284844,984440926,
751938130,288485181,983652115,72303732,766211855,941053006,
976036468,934056638,377995328,889287161,87390966,666729205,
587394520,388501124,790709912,170149516,175332341,706451447,
284177459,1009168560,647867279,845531017,258723264,925688264},

{1045310623,92154646,38977469,659984633,435873128,722767746,
207821513,625362412,346779898,798756539,20701310,1066423139,
928535214,859003297,607989932,623493500,802639676,306372755,
661864837,980275098,778586115,341979549,397499938,633754916,
674186589,336670799,422129845,252488644,567773187,358942820},

{999107169,594200879,979548191,992154607,923106835,611774550,
566411636,590393734,395575766,726893107,575738832,978908429,
691419765,832719691,128508443,259007421,389482100,153236646,
972089913,1041257040,520891699,698874514,767969259,771003834,
699625982,531797848,509665913,438136074,748073610,275530702},

{1042958579,235390230,329411594,1027424555,387201468,1016112631,