Applications Of Monte Carlo
DOWNLOAD
Download Applications Of Monte Carlo PDF/ePub or read online books in Mobi eBooks. Click Download or Read Online button to get Applications Of Monte Carlo book now. This website allows unlimited access to, at the time of writing, more than 1.5 million titles, including hundreds of thousands of titles in various foreign languages. If the content not found or just blank you must refresh this page
Monte Carlo
DOWNLOAD
Author : George Fishman
language : en
Publisher: Springer Science & Business Media
Release Date : 2013-03-09
Monte Carlo written by George Fishman and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2013-03-09 with Mathematics categories.
This book provides an introduction to the Monte Carlo method suitable for a one-or two-semester course for graduate and advanced undergraduate students in the mathematical and engineering sciences. It also can serve as a reference for the professional analyst. In the past, my inability to provide students with a single source book on this topic for class and for later professional reference had left me repeatedly frustrated, and eventually motivated me to write this book. In addition to focused accounts of major topics, the book has two unifying themes: One concerns the effective use of information and the other concerns error control and reduction. The book describes how to incorporate information about a problem into a sampling plan in a way that reduces the cost of estimating its solution to within a specified error bound. Although exploiting special structures to reduce cost long has been a hallmark of the Monte Carlo method, the propen sity of users of the method to discard useful information because it does not fit traditional textbook models repeatedly has impressed me. The present account aims at reducing the impediments to integrating this information. Errors, both statistical and computational, abound in every Monte Carlo sam pling experiment, and a considerable methodology exists for controlling them.
Theory And Applications Of Monte Carlo Simulations
DOWNLOAD
Author : Victor Chan
language : en
Publisher:
Release Date : 2013
Theory And Applications Of Monte Carlo Simulations written by Victor Chan and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2013 with categories.
The purpose of this book is to introduce researchers and practitioners to recent advances and applications of Monte Carlo Simulation (MCS). Random sampling is the key of the MCS technique. The 11 chapters of this book collectively illustrates how such a sampling technique is exploited to solve difficult problems or analyze complex systems in various engineering and science domains. Issues related to the use of MCS including goodness-of-fit, uncertainty evaluation, variance reduction, optimization, and statistical estimation are discussed and examples of solutions are given. Novel applications of MCS are demonstrated in financial systems modeling, estimation of transition behavior of organic molecules, chemical reaction, particle diffusion, kinetic simulation of biophysics and biological data, and healthcare practices. To enlarge the accessibility of this book, both field-specific background materials and field-specific usages of MCS are introduced in most chapters. The aim of this book is to unify knowledge of MCS from different fields to facilitate research and new applications of MCS.
Monte Carlo Simulation With Applications To Finance
DOWNLOAD
Author : Hui Wang
language : en
Publisher: CRC Press
Release Date : 2012-05-22
Monte Carlo Simulation With Applications To Finance written by Hui Wang and has been published by CRC Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2012-05-22 with Business & Economics categories.
Developed from the author's course on Monte Carlo simulation at Brown University, this text provides a self-contained introduction to Monte Carlo methods in financial engineering. It covers common variance reduction techniques, the cross-entropy method, and the simulation of diffusion process models. Requiring minimal background in mathematics and finance, the book includes numerous examples of option pricing, risk analysis, and sensitivity analysis as well as many hand-and-paper and MATLAB coding exercises at the end of every chapter.
Applications Of Monte Carlo
DOWNLOAD
Author : Herman Kahn
language : en
Publisher:
Release Date : 1956
Applications Of Monte Carlo written by Herman Kahn and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1956 with Monte Carlo method categories.
Handbook In Monte Carlo Simulation
DOWNLOAD
Author : Paolo Brandimarte
language : en
Publisher: John Wiley & Sons
Release Date : 2014-06-20
Handbook In Monte Carlo Simulation written by Paolo Brandimarte and has been published by John Wiley & Sons this book supported file pdf, txt, epub, kindle and other format this book has been release on 2014-06-20 with Business & Economics categories.
An accessible treatment of Monte Carlo methods, techniques, and applications in the field of finance and economics Providing readers with an in-depth and comprehensive guide, the Handbook in Monte Carlo Simulation: Applications in Financial Engineering, Risk Management, and Economics presents a timely account of the applicationsof Monte Carlo methods in financial engineering and economics. Written by an international leading expert in thefield, the handbook illustrates the challenges confronting present-day financial practitioners and provides various applicationsof Monte Carlo techniques to answer these issues. The book is organized into five parts: introduction andmotivation; input analysis, modeling, and estimation; random variate and sample path generation; output analysisand variance reduction; and applications ranging from option pricing and risk management to optimization. The Handbook in Monte Carlo Simulation features: An introductory section for basic material on stochastic modeling and estimation aimed at readers who may need a summary or review of the essentials Carefully crafted examples in order to spot potential pitfalls and drawbacks of each approach An accessible treatment of advanced topics such as low-discrepancy sequences, stochastic optimization, dynamic programming, risk measures, and Markov chain Monte Carlo methods Numerous pieces of R code used to illustrate fundamental ideas in concrete terms and encourage experimentation The Handbook in Monte Carlo Simulation: Applications in Financial Engineering, Risk Management, and Economics is a complete reference for practitioners in the fields of finance, business, applied statistics, econometrics, and engineering, as well as a supplement for MBA and graduate-level courses on Monte Carlo methods and simulation.
Monte Carlo Applications In Systems Engineering
DOWNLOAD
Author : A. Dubi
language : en
Publisher: John Wiley & Sons
Release Date : 2000-01-21
Monte Carlo Applications In Systems Engineering written by A. Dubi and has been published by John Wiley & Sons this book supported file pdf, txt, epub, kindle and other format this book has been release on 2000-01-21 with Mathematics categories.
Table of contents
Monte Carlo Simulation
DOWNLOAD
Author : Frederick J. Mitchell
language : en
Publisher:
Release Date : 2017
Monte Carlo Simulation written by Frederick J. Mitchell and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2017 with Electric power systems categories.
Chapter One presents a study on application of Monte Carlo simulation in reliability assessment of composite electric power systems. Chapter Two develops a PK/PD model to evaluate, by Monte Carlo simulation as a data maximisation strategy, the antiviral activity of two stavudine formulations: conventional stavudine and stavudine-gold nanoparticles (stavudine-AuNPs). In Chapter Three, the magnetic properties of the kagomé lattice is studied with RudermanKittelKasuyaYosida (RKKY) exchange interactions in a spin-7/2 and alternate mixed spin-5/2 and spin-2 Ising model on the Bethe lattice by using the Monte Carlo simulations.
Nonparametric Monte Carlo Tests And Their Applications
DOWNLOAD
Author : Li-Xing Zhu
language : en
Publisher: Springer Science & Business Media
Release Date : 2006-04-08
Nonparametric Monte Carlo Tests And Their Applications written by Li-Xing Zhu and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2006-04-08 with Mathematics categories.
A fundamental issue in statistical analysis is testing the fit of a particular probability model to a set of observed data. Monte Carlo approximation to the null distribution of the test provides a convenient and powerful means of testing model fit. Nonparametric Monte Carlo Tests and Their Applications proposes a new Monte Carlo-based methodology to construct this type of approximation when the model is semistructured. When there are no nuisance parameters to be estimated, the nonparametric Monte Carlo test can exactly maintain the significance level, and when nuisance parameters exist, this method can allow the test to asymptotically maintain the level. The author addresses both applied and theoretical aspects of nonparametric Monte Carlo tests. The new methodology has been used for model checking in many fields of statistics, such as multivariate distribution theory, parametric and semiparametric regression models, multivariate regression models, varying-coefficient models with longitudinal data, heteroscedasticity, and homogeneity of covariance matrices. This book will be of interest to both practitioners and researchers investigating goodness-of-fit tests and resampling approximations. Every chapter of the book includes algorithms, simulations, and theoretical deductions. The prerequisites for a full appreciation of the book are a modest knowledge of mathematical statistics and limit theorems in probability/empirical process theory. The less mathematically sophisticated reader will find Chapters 1, 2 and 6 to be a comprehensible introduction on how and where the new method can apply and the rest of the book to be a valuable reference for Monte Carlo test approximation and goodness-of-fit tests. Lixing Zhu is Associate Professor of Statistics at the University of Hong Kong. He is a winner of the Humboldt Research Award at Alexander-von Humboldt Foundation of Germany and an elected Fellow of the Institute of Mathematical Statistics. From the reviews: "These lecture notes discuss several topics in goodness-of-fit testing, a classical area in statistical analysis. ... The mathematical part contains detailed proofs of the theoretical results. Simulation studies illustrate the quality of the Monte Carlo approximation. ... this book constitutes a recommendable contribution to an active area of current research." Winfried Stute for Mathematical Reviews, Issue 2006 "...Overall, this is an interesting book, which gives a nice introduction to this new and specific field of resampling methods." Dongsheng Tu for Biometrics, September 2006
Monte Carlo Simulation
DOWNLOAD
Author : Christopher Z. Mooney
language : en
Publisher: SAGE
Release Date : 1997-04-07
Monte Carlo Simulation written by Christopher Z. Mooney and has been published by SAGE this book supported file pdf, txt, epub, kindle and other format this book has been release on 1997-04-07 with Mathematics categories.
Aimed at researchers across the social sciences, this book explains the logic behind the Monte Carlo simulation method and demonstrates its uses for social and behavioural research.
Explorations In Monte Carlo Methods
DOWNLOAD
Author : Ronald W. Shonkwiler
language : en
Publisher: Springer Science & Business Media
Release Date : 2009-08-11
Explorations In Monte Carlo Methods written by Ronald W. Shonkwiler and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2009-08-11 with Mathematics categories.
Monte Carlo methods are among the most used and useful computational tools available today, providing efficient and practical algorithims to solve a wide range of scientific and engineering problems. Explorations in Monte Carlo Methods provides a hands-on approach to learning this subject. Each new idea is carefully motivated by a realistic problem, thus leading from questions to theory via examples and numerical simulations. Programming exercises are integrated throughout the text as the primary vehicle for learning the material. Each chapter ends with a large collection of problems illustrating and directing the material. This book is suitable as a textbook for students of engineering and the sciences, as well as mathematics. The problem-oriented approach makes it ideal for an applied course in basic probability and for a more specialized course in Monte Carlo methods. Topics include probability distributions, counting combinatorial objects, simulated annealing, genetic algorithms, option pricing, gamblers ruin, statistical mechanics, sampling, and random number generation.