Introduction to Monte Carlo Simulations
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- Опубліковано 7 сер 2024
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In this video, we will give an introduction to Monte Carlo simulations.
0:00 Introduction
0:09 What are Monte Carlo Simulations?
0:38 Monte Carlo Simulations in Finance
0:57 A little bit of History
1:21 Example 1: Estimating the Value of Pi
3:30 Quality of the Estimate
5:26 Example 2: Monte Carlo Integration
6:40 Simulation of a Random Variable
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