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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