Monte Carlo methods in finance

Results: 47



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21Statistical mechanics / Monte Carlo methods / Numerical analysis / Probabilistic complexity theory / Variance / Stochastic / Monte Carlo methods in finance / Fractional Brownian motion / Statistics / Probability and statistics / Mathematics

        

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Source URL: www.hkma.gov.hk

Language: English - Date: 2011-08-10 08:01:48
22Mathematics / Stochastic / Importance sampling / Pseudorandomness / Equation of State Calculations by Fast Computing Machines / Variance reduction / Normal distribution / Monte Carlo methods in finance / Markov chain Monte Carlo / Monte Carlo methods / Statistics / Probability and statistics

1 1 What is Monte Carlo? 1.1 Introduction

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Source URL: media.wiley.com

Language: English - Date: 2009-11-03 04:07:00
23Computational physics / Monte Carlo methods / Monte Carlo method / Probabilistic complexity theory / Radiation treatment planning / Radiation therapy / Monte Carlo / Monte Carlo method for photon transport / Monte Carlo methods in finance / Medicine / Radiation oncology / Medical physics

AbstractID: 4430 Title: Monte Carlo II: MC for Source and Machine Characterization Monte Carlo algorithms have the ability to accurately model dose distributions for arbitrarily complex treatment delivery scenarios and c

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Source URL: www.aapm.org

Language: English - Date: 2006-04-03 16:57:31
24Finance / Black–Scholes / Put option / Futures contract / Valuation of options / Binomial options pricing model / Monte Carlo methods in finance / Financial economics / Options / Mathematical finance

SJNL1490[removed]tex

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Source URL: www.ise.ufl.edu

Language: English - Date: 2013-06-15 17:47:18
25Field-programmable gate array / Monte Carlo methods in finance / Parallel computing / Logic simulation / Monte Carlo method / Accelerator / Simulation / Hardware description language / Digital electronics / Electronic engineering / Logic design

Paper formatting guidelines for FPL 2005 proceedings

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Source URL: www.automatedtrader.net

Language: English - Date: 2008-04-02 15:55:41
26Probabilistic complexity theory / Mathematics / Monte Carlo methods in finance / Statistical mechanics / Monte Carlo method / Applied mathematics / Probability and statistics / Mathematical finance

Profit Forecast Model Using Monte Carlo Simulation in Excel Petru BALOGH Pompiliu GOLEA Valentin INCEU

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Source URL: www.revistadestatistica.ro

Language: English - Date: 2014-04-01 03:23:21
27Mathematics / Monte Carlo methods in finance / Malliavin calculus / Integral / Brownian motion / Risk-neutral measure / Mathematical finance / Statistics / Mathematical analysis

A Differential Tree Approach to Price Path-Dependent American Options using Malliavin Calculus Henry Schellhorn and Hedley Morris School of Mathematical Sciences, Claremont Graduate University, CA 91711,USA. Abstract. We

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Source URL: sites.cgu.edu

Language: English - Date: 2014-01-28 14:45:10
28Computational physics / Monte Carlo method / Numerical analysis / Probabilistic complexity theory / Normal distribution / Parameter / Pseudorandomness / Estimation theory / Monte Carlo methods in finance / Applied mathematics / Statistics / Mathematics

Monte-Carlo Module 5.0 Section 5.0

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Source URL: epa.gov

Language: English - Date: 2012-11-15 12:37:59
29Computational physics / Monte Carlo method / Numerical analysis / Probabilistic complexity theory / Normal distribution / Parameter / Pseudorandomness / Estimation theory / Monte Carlo methods in finance / Applied mathematics / Statistics / Mathematics

Monte-Carlo Module 5.0 Section 5.0

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Source URL: www.epa.gov

Language: English - Date: 2012-11-15 12:37:59
30Computational physics / Monte Carlo method / Numerical analysis / Probabilistic complexity theory / Normal distribution / Parameter / Pseudorandomness / Estimation theory / Monte Carlo methods in finance / Applied mathematics / Statistics / Mathematics

Monte-Carlo Module 5.0 Section 5.0

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Source URL: www.epa.gov

Language: English - Date: 2012-11-15 12:37:59
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