Search for tag: "monte carlo error"

4 Media

Lecture 5-2: Variance Reduction Techniques duration 34 minutes 58 seconds Lecture 5-2: Variance Reduction Techniques Lecture 5-2: Variance Reduction Techniques	Lecture 5-2: Variance Reduction Techniques • Principles and rationale. • Control Variates variance reduction control variables monte carlo method monte carlo error From Tiziano Vargiolu 2 plays 0
Lectures 65-66: discretization and Monte Carlo… duration 1 hour 33 minutes Lectures 65-66: discretization and Monte Carlo… Lectures 65-66: discretization and Monte Carlo errors	Lectures 65-66: discretization and Monte Carlo errors Discretization error and Monte Carlo error. Acceleration techniques. Introduction to MATLAB. Pricing of an Asian option: a horse-race among VBA, MATLAB and parallelized MATLAB codes. monte carlo method monte carlo error discretization error euler scheme matlab vba parallel computing From Tiziano Vargiolu 7 plays 0
Lectures 53-54: variance reduction techniques duration 1 hour 41 minutes Lectures 53-54: variance reduction techniques Lectures 53-54: variance reduction techniques	Lectures 53-54: variance reduction techniques Variance reduction techniques: control variables, antithetic variables,importance sampling. Implementation in VBA. monte carlo method monte carlo error control variables antithetic variables importance sampling vba variance reduction From Tiziano Vargiolu 15 plays 0
Lecture 48: the Monte Carlo method duration 20 minutes 43 seconds Lecture 48: the Monte Carlo method Lecture 48: the Monte Carlo method	Lecture 48: the Monte Carlo method The Monte Carlo method. Monte Carlo estimator and error. monte carlo method monte carlo error variance expectation From Tiziano Vargiolu 9 plays 0