Search for tag: "variance reduction"

Lecture 6.1: Variance Reduction Techniques duration 24 minutes 40 seconds Lecture 6.1: Variance Reduction Techniques Lecture 6.1: Variance Reduction Techniques	Lecture 6.1: Variance Reduction Techniques • Importance sampling. • Stratification and Latin Hypercube Sampling, some words on Quasi-Monte Carlo. • Examples: application to some common financial contracts. variance reduction importance sampling stratification quasi monte carlo latin hypercube From Tiziano Vargiolu 1 plays 0
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 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