NumericalAnalysis-C9-Random-Numbers-and-Applications

Keywords: Monte Carlo Simulation, Stochastic Differential Equations, Numerical methods for SDEs, Mathlab

Random Numbers

Pseudo-random numbers

Exponential and normal random numbers

Monte Carlo Simulation

Power laws for Monte Carlo estimation

Quasi-random numbers

Discrete and Continuous Brownian Motion

Random walks

Continuous Brownian motion

Stochastic Differential Equations

Adding noise to differential equations

Numerical methods for SDEs

Reality Check 9: The Black–Scholes Formula

Comments

Your browser is out-of-date!

Update your browser to view this website correctly. Update my browser now

×