Introduction to Monte Carlo Simulations - Monte Carlo Simulation скачать в хорошем качестве

Introduction to Monte Carlo Simulations - Monte Carlo Simulation

Introduction to Monte Carlo Simulations Part of the lecture series "Monte Carlo Simulation": https://nickderobertis.github.io/fin-... Full Course Website: https://nickderobertis.github.io/fin-... Notes -------- Monte Carlo simulation is the external counterpart to internal randomness The core model is still (probably) deterministic, but then we add randomness into the model by randomizing the inputs to the model and running it many times Adding this randomness allows us to answer deeper questions about the problem, such as what is the chance of some outcome occurring The process is the same as sensitivity or external scenario analysis, just run the model multiple times with different inputs. Only here we are randomly drawing the inputs from distributions We will also do some additional analysis on the results from the MC simulation