Rename samples subdirectories

samples/Julia/stockcorr.jl

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+## Test case from Issue #445
+
+#STOCKCORR - The original, unoptimised code that simulates two correlated assets
+function stockcorr()
+
+    ## Correlated asset information
+    CurrentPrice = [78. 102.]     # Initial Prices of the two stocks
+    Corr = [1. 0.4; 0.4 1.]       # Correlation Matrix
+    T = 500                       # Number of days to simulate = 2years = 500days
+    n = 100000                    # Number of simulations
+    dt = 1/250                    # Time step (1year = 250days)
+    Div=[0.01 0.01]               # Dividend
+    Vol=[0.2 0.3]                 # Volatility
+
+    ## Market Information
+    r = 0.03                      # Risk-free rate
+
+    ## Define storages
+    SimulPriceA = zeros(T,n)      # Simulated Price of Asset A
+    SimulPriceA[1,:] = CurrentPrice[1]
+    SimulPriceB = zeros(T,n)      # Simulated Price of Asset B
+    SimulPriceB[1,:] = CurrentPrice[2]
+
+    ## Generating the paths of stock prices by Geometric Brownian Motion
+    UpperTriangle=chol(Corr)      # UpperTriangle Matrix by Cholesky decomposition
+
+    for i = 1:n
+       Wiener = randn(T-1,2)
+       CorrWiener = Wiener*UpperTriangle
+       for j = 2:T
+          SimulPriceA[j,i] = SimulPriceA[j-1,i]*exp((r-Div[1]-Vol[1]^2/2)*dt+Vol[1]*sqrt(dt)*CorrWiener[j-1,1])
+          SimulPriceB[j,i] = SimulPriceB[j-1,i]*exp((r-Div[2]-Vol[2]^2/2)*dt+Vol[2]*sqrt(dt)*CorrWiener[j-1,2])
+       end
+    end
+
+    return (SimulPriceA, SimulPriceB)
+end