Lecture 14-Python衍生品定价教程.pdfVIP

Compute the value of π using Monte Carlo In [7]: %pylab inline import pandas as pd import proc import sys import fmt Populating the interactive namespace from numpy and matplotlib WARNING: pylab import has clobbered these variables: [beta] `%matplotlib` prevents importing * from pylab and numpy In [3]: def sim_pi(ns) : es = np.random.uniform(size=[ns[-1], 2]) d = np.array([x*x + y*y 1. for x, y in es]) return np.array([4.*np.sum(d[:n])/n for n in ns])