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2. Simulation decomposition - Wikipedia

   en.wikipedia.org/wiki/Simulation_decomposition

   SimDec, or Simulation decomposition, is a hybrid uncertainty and sensitivity analysis method, for visually examining the relationships between the output and input variables of a computational model. SimDec maps multivariable scenarios onto the distribution of the model output. [ 1 ]

3. Monte Carlo method - Wikipedia

   en.wikipedia.org/wiki/Monte_Carlo_method

   Monte Carlo method: Pouring out a box of coins on a table, and then computing the ratio of coins that land heads versus tails is a Monte Carlo method of determining the behavior of repeated coin tosses, but it is not a simulation. Monte Carlo simulation: Drawing a large number of pseudo-random uniform variables from the interval [0,1] at one ...

4. Monte Carlo methods for option pricing - Wikipedia

   en.wikipedia.org/wiki/Monte_Carlo_methods_for...

   Monte Carlo simulated stock price time series and random number generator (allows for choice of distribution), Steven Whitney; Discussion papers and documents. Monte Carlo Simulation, Prof. Don M. Chance, Louisiana State University; Pricing complex options using a simple Monte Carlo Simulation, Peter Fink (reprint at quantnotes.com)

5. Monte Carlo methods in finance - Wikipedia

   en.wikipedia.org/wiki/Monte_Carlo_methods_in_finance

   When calculating the delta using a Monte Carlo method, the most straightforward way is the black-box technique consisting in doing a Monte Carlo on the original market data and another one on the changed market data, and calculate the risk by doing the difference. Instead, the importance sampling method consists in doing a Monte Carlo in an ...

6. Asset/liability modeling - Wikipedia

   en.wikipedia.org/wiki/Asset/liability_modeling

   Proponents of Monte Carlo simulation contend that these tools are valuable because they offer simulation using randomly ordered returns based on a set of reasonable parameters. For example, the tool can model retirement cash flows 500 or 1,000 times, reflecting a range of possible outcomes.

7. List of numerical-analysis software - Wikipedia

   en.wikipedia.org/wiki/List_of_numerical-analysis...

   GNU MCSim a simulation and numerical integration package, with fast Monte Carlo and Markov chain Monte Carlo capabilities. ML.NET is a free-software machine-learning library for the C# programming language. [4] [5] NAG Library is an extensive software library of highly optimized numerical-analysis routines for various programming environments.

8. Kinetic Monte Carlo - Wikipedia

   en.wikipedia.org/wiki/Kinetic_Monte_Carlo

   The kinetic Monte Carlo (KMC) method is a Monte Carlo method computer simulation intended to simulate the time evolution of some processes occurring in nature. Typically these are processes that occur with known transition rates among states.

9. Three-point estimation - Wikipedia

   en.wikipedia.org/wiki/Three-point_estimation

   In Program Evaluation and Review Techniques the three values are used to fit a PERT distribution for Monte Carlo simulations. The triangular distribution is also commonly used. It differs from the double-triangular by its simple triangular shape and by the property that the mode does not have to coincide with the median.