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1 Monte-carlo analysis
• анализ по метода "Монте Карло"English-Bulgarian polytechnical dictionary > Monte-carlo analysis
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Monte Carlo method — Not to be confused with Monte Carlo algorithm. Computational physics … Wikipedia
Monte Carlo methods in finance — Monte Carlo methods are used in finance and mathematical finance to value and analyze (complex) instruments, portfolios and investments by simulating the various sources of uncertainty affecting their value, and then determining their average… … Wikipedia
Monte Carlo Universal — (MCU) is a project on development and practical use of a universal computer code for simulation of particle transport (neutrons, photons, electrons) in three dimensional systems by means of the Monte Carlo method. The main advantage of the Monte… … Wikipedia
Monte Carlo N-Particle Transport Code — (MCNP) is a software package for simulating nuclear processes. It is developed by Los Alamos National Laboratory and is distributed within the United States by the Radiation Safety Information Computational Center in Oak Ridge, TN and… … Wikipedia
Monte Carlo methods for electron transport — The Monte Carlo method for electron transport is a semiclassical Monte Carlo(MC) approach of modeling semiconductor transport. Assuming the carrier motion consists of free flights interrupted by scattering mechanisms, a computer is utilized to… … Wikipedia
Monte Carlo methods for option pricing — In mathematical finance, a Monte Carlo option model uses Monte Carlo methods to calculate the value of an option with multiple sources of uncertainty or with complicated features. [1] The term Monte Carlo method was coined by Stanislaw Ulam in… … Wikipedia
Monte Carlo option model — In mathematical finance, a Monte Carlo option model uses Monte Carlo methods to calculate the value of an option with multiple sources of uncertainty or with complicated features. The term Monte Carlo method was coined by Stanislaw Ulam in the… … Wikipedia
Monte Carlo algorithm — In computing, a Monte Carlo algorithm is a randomized algorithm whose running time is deterministic, but whose output may be incorrect with a certain (typically small) probability. The related class of Las Vegas algorithms is also randomized, but … Wikipedia
Markov chain Monte Carlo — MCMC redirects here. For the organization, see Malaysian Communications and Multimedia Commission. Markov chain Monte Carlo (MCMC) methods (which include random walk Monte Carlo methods) are a class of algorithms for sampling from probability… … Wikipedia
Quasi-Monte Carlo method — In numerical analysis, a quasi Monte Carlo method is a method for the computation of an integral (or some other problem) that is based on low discrepancy sequences. This is in contrast to a regular Monte Carlo method, which is based on sequences… … Wikipedia
Direct simulation Monte Carlo — (DSMC) method uses probabilistic (Monte Carlo) simulation to solve the Boltzmann equation for finite Knudsen number fluid flows. The DSMC method was proposed by Prof. Graeme Bird,[1][2][3] Emeritus Professor of Aeronautics, University of Sydney.… … Wikipedia