nxsgeneratorrows

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

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},

{772775556,409701335,733079930,743422362,448154877,232747954,
965951178,1058538040,213981570,321055142,740783807,775927243,
675777837,46864556,819673940,542710975,451202071,385765315,
331030316,158808482,1052150009,42693058,847261745,580753793,
896745969,25211829,1024070000,32404231,381064533,716145981}

},



// row encoded 19 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}, 
 

    {772775556,409701335,733079930,743422362,448154877,232747954,
      965951178,1058538040,213981570,321055142,740783807,775927243,
      675777837,46864556,819673940,542710975,451202071,385765315,
      331030316,158808482,1052150009,42693058,847261745,580753793,
      896745969,25211829,1024070000,32404231,381064533,716145981},  


    {292372067,147964460,611655945,662387189,258028202,873712917,
      1009565281,646478293,446473292,750056993,117042237,418082554,
      96341759,106145264,824957815,49940349,1062528729,1002774984,
      588214608,234430291,598075842,121406198,249587501,266450079,
      363692457,407544019,710392469,195268714,585787892,644925369}

},


// row encoded 20 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}, 

    {772775556,409701335,733079930,743422362,448154877,232747954,
      965951178,1058538040,213981570,321055142,740783807,775927243,
      675777837,46864556,819673940,542710975,451202071,385765315,
      331030316,158808482,1052150009,42693058,847261745,580753793,
      896745