عنوان قارسی مقاله: شبیه سازی مونت کارلو
عنوان انگلیسی مقاله:
بخشی از مقاله
The Simulation
We now have all the information necessary to run our simulation. The procedure can roughly be described as follows:
Simulate the future stock price for each of the companies
Compute the option’s payoff for the simulated future stock prices
Repeat steps 1 and 2 until you have reached the desired number of trials
Compute the sample mean of the option payoff
Discount at the risk free rate to determine our estimate for the value of the option
دانلود رایگان مقاله پاورپوینت انگلیسی Monte Carlo Simulation
کلمات کلیدی:
Monte Carlo Simulation - MATLAB & Simulink - MathWorkshttps://www.mathworks.com/discovery/monte-carlo-simulation.htmlLearn how to perform Monte Carlo simulations in MATLAB and Simulink. Videos and examples show how to apply statistical uncertainties to a model and ...Monte Carlo Is Not as Difficult as You Think - Minitab Blogblog.minitab.com/blog/understanding.../monte-carlo-is-not-as-difficult-as-you-thinkJan 11, 2013 - Why would we want to do a Monte Carlo Simulation? There could be hundreds of reasons and thousands of examples, but they all reduce ...Understanding and Creating Monte Carlo Simulation Step By Step ...Video for Monte Carlo Simulation▶ 13:37https://www.youtube.com/watch?v=3gcLRU24-w0Oct 24, 2013 - Uploaded by MomentsInTradingIn this video, I cover the basics of Monte Carlo simulation, and show how to make a Monte Carlo simulator in ...Monte Carlo Simulation and Methods Introduction - GoldSimwww.goldsim.com/Web/Introduction/Probabilistic/MonteCarlo/In general terms, the Monte Carlo method (or Monte Carlo simulation) can be used to describe any technique that approximates solutions to quantitative ...Monte Carlo Method -- from Wolfram MathWorldmathworld.wolfram.com › ... › Interactive Entries › Interactive DemonstrationsThe most common application of the Monte Carlo method is Monte Carlo ... D. Markov Chain Monte Carlo: Stochastic Simulation for Bayesian Inference.Searches related to Monte Carlo Simulationmonte carlo simulation excelmonte carlo simulation examplemonte carlo simulation explainedmonte carlo simulation tutorialmonte carlo simulation pdfmonte carlo simulation definitionmonte carlo simulation matlabmonte carlo simulation in r
