结果:找到“Monte Carlo Method”相关内容205个,排序为按回复时间降序,搜索更多相关帖子请点击“高级
[下载]Monte Carlo Methods in Finance 1&2, Don L. McLeish
56 个回复 - 23701 次查看 [Money=10] 关于Monte Carlo方法在金融学中的应用的书。值得一看。 [/Money]2007-1-31 16:19 - playmore - 经济金融数学专区
【蒙特卡洛方法与随机过程】 Monte-Carlo Methods and Stochastic Processes (2016)
48 个回复 - 8020 次查看 Monte-Carlo Methods and Stochastic Processes: From Linear to Non-Linear Emmanuel Gobet Developed from the author’s course at the Ecole Polytechnique, Monte-Carlo Methods and Stochastic Proc ...2016-12-8 19:36 - cmwei333 - 金融学(理论版)
Monte Carlo Methods and Models in Finance and Insurance
15 个回复 - 5006 次查看 Monte Carlo Methods and Models in Finance and Insurance (Chapman & Hall/CRC Financial Mathematics Series) Offering a unique balance between applications and calculations, Monte Carlo Methods and Mo ...2010-10-19 13:36 - terrytong - 金融学(理论版)
Monte Carlo Methods and Models in Finance and Insurance
4 个回复 - 2707 次查看 【作者(必填)】Ralf Korn, Elke Korn , Gerald Kroisandt 【文题(必填)】 Monte Carlo Methods and Models in Finance and Insurance 【年份(必填)】2010 【全文链接或数据库名称(选填)】Monte Carlo Metho ...2013-4-9 06:22 - johnzi0128 - 求助成功区
Probabilistic Inference UsingMarkov Chain Monte Carlo Methods
2 个回复 - 1841 次查看 内容简介:Probabilistic inference is an attractive approach to uncertain reasoning and empirical learning in arti_cial intelligence. Computational di_culties arise, however,because probabilistic model ...2010-3-31 19:04 - hnldcgh - 经济金融数学专区
Advanced Markov Chain Monte Carlo methods : learning from past samples
13 个回复 - 5545 次查看 《Advanced Markov Chain Monte Carlo methods : learning from past samples》 Faming Liang, Chuanhai Liu, Raymond J. Carroll. 2010 380页 John Wiley and Sons 部分目录 1 Bayesian Inference and Marko ...2010-8-19 10:01 - huspa307 - 计量经济学与统计软件
【下载】Monte Carlo Statistical Methods(2nd)pdf版
40 个回复 - 18148 次查看 Monte Carlo Statistical Methods (2nd Edition) 是整本书,非课件。pdf格式,扫描版,清晰,共683页 论坛有人发过djvu格式的,收点辛苦费 插入 作者:Christian P.Robert George Casella 1 Introduction ...2011-5-31 16:15 - zgy33521 - 计量经济学与统计软件
Exploring Monte Carlo Methods
2 个回复 - 644 次查看 【作者(必填)】 【文题(必填)】Exploring Monte Carlo Methods 【年份(必填)】2022 【全文链接或数据库名称(选填)】https://doi.org/10.1016/C2017-0-01717-2[/backcolor]2022-9-22 16:38 - nivastuli - 求助成功区
【金融教材系列】Monte Carlo and Quasi-Monte Carlo Methods
129 个回复 - 13386 次查看 2016年最新教材,降价出售期已过,如果喜欢,就请“加关注”我吧(点击头像下方,http://bbs.pinggu.org/z_guanzhu.php?action=add&fuid=452766)。关注成功后,查看这里即可:三步走,把千本好书“一网打尽”!。 ...2016-6-17 09:06 - wwqqer - 金融学(理论版)
【经典教材系列】Monte Carlo Methods and Applications
125 个回复 - 14747 次查看 2012年最新教材降价出售期已过。想要随时跟踪最新好书,请点击头像下方“加关注”。关注成功后,查看这里即可:三步走把千本好书“一网打尽”!。 [相关阅读] 【经典教材系列】(资料汇总帖,附链接,持续添加 ...2015-7-26 03:50 - wwqqer - 量化投资
Monte Carlo Statistical Methods权威讲义(364页)
91 个回复 - 22747 次查看 <P>该讲义为下面书作者的讲义,我个人认为很有用,希望大家喜欢</P> <P><FONT size=2>【书名】:Monte Carlo Statistical Methods<BR>【作者】:Robert, Christian P., Casella, George <BR ...2006-2-17 11:24 - eijuhz - 计量经济学与统计软件
Monte Carlo methods in financial engineering Paul Glasserman 下载
32 个回复 - 16099 次查看 Monte Carlo methods in financial engineering Paul Glasserman 下载2009-9-15 06:56 - chuanqing - 经济金融数学专区
Simulation and the Monte Carlo Method, Third Edition
86 个回复 - 9538 次查看 Simulation and the Monte Carlo Method, Third Edition Wiley | English | 2017 | ISBN-10: 1118632168 | 432 pages | PDF | 6.94 mb by Reuven Y. Rubinstein (Author), Dirk P. Kroese (Author) This acce ...2017-2-4 22:20 - igs816 - 量化投资
《Introducing Monte Carlo Methods with R》的“Instructors Solution Manual”
2 个回复 - 768 次查看 本人正在使用《Introducing_Monte_Carlo_methods_in_R》自学,希望有在Springer认证过讲师(instructor)的朋友能帮忙下载一下答案。网址:https://www.springer.com/gp/book/9781441915757 该网站提供了两个版 ...2021-1-22 19:53 - dark0duke - 文献求助专区
求 Least-squares Monte-Carlo methods for optimal stopping investment under CEV
2 个回复 - 599 次查看 【作者(必填)】 Jingtang Ma 【文题(必填)】 Least-squares Monte-Carlo methods for optimal stopping investment under CEV models【年份(必填)】 2020 【全文链接或数据库名称(选填)】https://www.researc ...2021-1-3 11:21 - 凸集分离定理 - 求助成功区
Monte Carlo Methods 2nd Edition
13 个回复 - 1899 次查看 2015-9-5 09:32 - Nicolle - winbugs及其他软件专版
(非扫描版)Paul Glassman: Monte Carlo methods in financial engineering
43 个回复 - 12308 次查看 非常经典的一本教材,不是扫描版的。 This is a book about Monte Carlo methods from the perspective of financial engineering. Monte Carlo simulation has become an essential tool in the pricing of deri ...2009-11-30 01:02 - tomatorr - 金融工程(数量金融)与金融衍生品
Monte Carlo methods in Financial Engineering
144 个回复 - 15888 次查看 Monte Carlo methods in Financial Engineering Paul Glasserman 非扫描版,大小为3.9M,含书签。 如不放心,可以先看看样子: 另外有个打印版本的,主要方便打印出来阅读用 样子: **** 本内 ...2011-11-5 02:30 - cxqing - 金融工程(数量金融)与金融衍生品
Monte Carlo Simulation and Resampling Methods for Social Science
3 个回复 - 1610 次查看 There is no text like this that is geared toward a social science market. Author: Wendy K. Tam Cho Published On: 2013-06-18 [The] writing is direct and to the point... I can’t underemphasize tha ...2019-5-17 22:34 - phoezy - 经济金融数学专区
【学习笔记】Monte Carlo Methods in Financial Engineering
0 个回复 - 698 次查看 Monte Carlo Methods in Financial Engineering2020-3-22 00:25 - bangoz - Forum
Image Analysis, Random Fields and Markov Chain Monte Carlo Methods
9 个回复 - 2324 次查看 【作者(必填)】Gerhard Winkler 【文题(必填)】Image Analysis, Random Fields and Markov Chain Monte Carlo Methods 【年份(必填)】2003 【全文链接或数据库名称(选填)】http://link.springer.com/book/1 ...2016-6-13 22:40 - violinangel - 求助成功区
两个关于MCMC--Markov Chain Monte Carlo Methods 教材及notes
72 个回复 - 17583 次查看 MCMC: Markov Chain Monte Carlo 现在比较前沿的统计方法,该pdf教材及ppt Notes比较易懂。 [此贴子已经被作者于2006-2-4 22:20:59编辑过]2006-2-4 22:20 - jia_qian1122 - 计量经济学与统计软件
康奈尔金融工程Monte Carlo Methods in Financial Engineering课程笔记
150 个回复 - 18645 次查看 An overview of Monte Carlo methods as they apply in financial engineering. Generating sample paths. Variance reduction (including quasi random number), discretization, and sensitivities. Applications ...2011-4-12 11:21 - wth1116 - 金融学(理论版)
Introducing Monte Carlo Method with R
7 个回复 - 2348 次查看 Introducing Monte Carlo Methods with R ( Springer) 有需要的下载2016-4-1 17:53 - zhang985821133 - R语言论坛
Monte Carlo Statistical Methods 2nd Edition
9 个回复 - 3132 次查看 【作者(必填)】Christian P. Robert, George Casella 【文题(必填)】Monte Carlo Statistical Methods 2nd Edition 【年份(必填)】2004 【全文链接或数据库名称(选填)】http://link.springer.com/book/10. ...2014-12-5 13:41 - violinangel - 求助成功区
免費 Handbook of Monte Carlo Methods
15 个回复 - 4237 次查看 Handbook of Monte Carlo Methods (Wiley Series in Probability and Statistics)Dirk P. Kroese (Author), Thomas Taimre (Author), Zdravko I. Botev (Author) Publication Date: March 15, 2011 | IS ...2012-11-3 22:52 - martinnyj - 金融学(理论版)
Explorations in Monte Carlo Methods
3 个回复 - 1022 次查看 2015-9-5 09:34 - Nicolle - winbugs及其他软件专版
Introducing Monte Carlo Methods with R
143 个回复 - 28914 次查看 http://www.springer.com/statistics/computational/book/978-1-4419-1575-7 http://www.amazon.com/Introducing-Monte-Carlo-Methods-Use/dp/1441915753 Introducing Monte Carlo Methods with R (U ...2009-11-28 06:17 - wesker1999 - R语言论坛
monte carlo method with R
12 个回复 - 3728 次查看 this file content is monte carlo method with R.2012-8-31 09:57 - jxfactor - R语言论坛
[下载]life-cycle costing - using activity-based costing and monte carlo methods to
9 个回复 - 3760 次查看 john wiley & sons, life-cycle costing - using activity-based costing and monte carlo methods to manage future costs and risks [2003 isbn0471358851]2008-3-10 23:54 - gaowq - 会计与财务管理
A primer for the monte carlo methods
3 个回复 - 1459 次查看 A primer for the monte carlo methods2015-4-11 21:54 - liuyuchun-cumt - 经济金融数学专区
蒙特卡罗方法(Monte Carlo Methods )的三本最经典书
7 个回复 - 9153 次查看 蒙特卡罗也称统计模拟方法,是二十世纪四十年代中期由于科学技术的发展和电子计算机的发明,而被提出的一种以概率统计理论为指导的一类非常重要的数值计算方法。是指使用随机数(或更常见的伪随机数)来解决很多计算 ...2010-7-8 21:52 - rhy1213 - 商业数据分析
Monte Carlo Methods for Portfolio Credit Risk 33页
1 个回复 - 842 次查看 澳大利亚国立大学2018-12-4 12:30 - zlghs - 金融学(理论版)
分享一本书Introducing_Monte_Carlo_Methods_with_R(2010)
3 个回复 - 2101 次查看 Amazon上的评价: I guess this text is supposed to be the applied, less theoretical, little brother of Monte Carlo Statistical Methods which was written by the same authors. The amount of material ...2015-9-15 05:50 - nl_sisi - 计量经济学与统计软件
求电子书 Sequential Monte Carlo Methods in Practice
20 个回复 - 6206 次查看 【作者(必填)】Doucet,A.,de Freitas,N.and Gordon,N.J.(eds.) 【文题(必填)】Sequential Monte Carlo Methods in Practice. 【年份(必填)】2001 【全文链接或数据库名称(选填)】Springer-Verlag,New York. ...2011-12-18 14:47 - 348749523 - 求助成功区
Monte Carlo and Quasi-Monte Carlo Methods 2016
23 个回复 - 1171 次查看 English | PDF | 2018 | 476 Pages | ISBN : 3319914359 This book presents the refereed proceedings of the Twelfth International Conference on Monte Carlo and Quasi-Monte Carlo Methods in Scientific C ...2018-7-9 14:44 - igs816 - 经管书评
Randomization, Bootstrap and Monte Carlo Methods in Biology, Third Edition
0 个回复 - 1348 次查看 Modern computer-intensive statistical methods play a key role in solving many problems across a wide range of scientific disciplines. This new edition of the bestselling Randomization, Bootstrap a ...2018-6-17 18:48 - angelbaiy - 数据分析与数据挖掘
QUANTUM MONTE CARLO METHODS
0 个回复 - 707 次查看 [adjuntar] 2466050 [/ attach] El libro proporciona una introducción completa al método de Monte Carlo, su uso y sus fundamentos, y examina algoritmos para la simulación de problemas cuántic ...2018-5-6 05:03 - cazapata25 - 悬赏大厅
[下载]Monte Carlo Methods in Finance by Peter Jackel (24M)
20 个回复 - 7794 次查看 <p>Monte Carlo Methods in Finance <br/>by Peter Jackel</p><p>Wiley, John &amp; Sons, Incorporated<br/>Pub. Date: March 2002</p><p>Series: The Wiley Finance Series 5</p ...2008-11-9 15:48 - longstreet - 计量经济学与统计软件
A Zero-Math Introduction to Markov Chain Monte Carlo Methods
12 个回复 - 1451 次查看 **** 本内容被作者隐藏 ****2018-1-18 08:52 - Nicolle - winbugs及其他软件专版
Applications of Monte Carlo Method in Science and Engineering by Shaul Mordechai
7 个回复 - 449 次查看 English | 2011 | ISBN: 9789533076911 | 964 Pages | PDF | 57.84 MB In this book, Applications of Monte Carlo Method in Science and Engineering, we further expose the broad range of applicati ...2017-12-12 11:17 - igs816 - 经管书评
Solution Manual Monte Carlo Statistical Methods by Robert and Casella 2004
17 个回复 - 10872 次查看 Solution Manual Monte Carlo Statistical Methods by Robert and Casella 2004 Shareee2012-3-8 17:36 - ccaesar - 计量经济学与统计软件
Sequential Monte Carlo Methods to Train Neural Network Models
0 个回复 - 549 次查看 摘要:We discuss a novel strategy for training neural networks using sequential Monte Carlo algorithms and propose a new hybrid gradient descent/sampling importa...原文链接:http://dl.acm.org/citation. ...2017-10-29 20:30 - AIworld - 人工智能论文版
Monte Carlo Methods in Financial Engineering
5 个回复 - 2593 次查看 分享一下资源,需要自取2016-10-7 13:54 - idfhdihfi - 金融工程(数量金融)与金融衍生品
Monte Carlo methods in Financial Engineering
3 个回复 - 2088 次查看 Monte Carlo methods in Financial Engineering Paul Glasserman Springer2015-3-8 22:57 - michaelfu301 - 金融学(理论版)
Markov chain Monte Carlo methods in corporate finance [pdf and Matlab code]
4 个回复 - 1555 次查看 Markov chain Monte Carlo methods in corporate finance Arthur Korteweg This chapter introduces Markov chain Monte Carlo(MCMC) methods for empirical corporate finance. These methods are very usefu ...2017-8-30 12:36 - deem - MATLAB等数学软件专版
Simulation and the Monte Carlo Method, Third Edition
13 个回复 - 3347 次查看 This accessible new edition explores the major topics in Monte Carlo simulation that have arisen over the past 30 years and presents a sound foundation for problem solving Simulation and the Monte ...2017-2-4 07:35 - nivastuli - 金融学(理论版)
[分享] Rare Event Simulation using Monte Carlo Methods
14 个回复 - 6117 次查看 Rare Event Simulation using Monte Carlo MethodsWiley | 2009 | ISBN: 0470772697 | 280 pages | PDF | 1,5 MB In a probabilistic model, a rare event is an event with a very small probability of occurrence ...2009-4-6 14:44 - dwl001 - R语言论坛
Simulation and the Monte Carlo Method
2 个回复 - 1249 次查看 R.Y. Rubinstein and D.P. Kroese. Simulation and the Monte Carlo Method, Third Edition, John Wiley &Sons, 2017. 论坛上已经有了,我这里便宜出售,赚点小费。2017-8-7 22:11 - jdluxun - 计量经济学与统计软件
【独家发布】【kindle】Monte Carlo and Quasi-Monte Carlo Methods
22 个回复 - 2550 次查看 如果喜欢该文档,欢迎订阅【kindle电子书】文库,http://bbs.pinggu.org/forum.php?mod=collection&action=view&ctid=3186 [/backcolor]图书名称:Monte Carlo and Quasi-Monte Carlo Methods: MCQMC, Leuven, Be ...2016-8-13 09:55 - 牛尾巴 - winbugs及其他软件专版
Monte Carlo Methods in Bayesian Computation
6 个回复 - 2346 次查看 谁有这本书'Monte Carlo Methods in Bayesian Computation"电子版完整版。 [*]Hardcover: 387 pages [*]Publisher: Springer; 1st ed. 2000. Corr. 2nd printing 2001 edition (Nov. 1 2001) [*]Language: En ...2013-12-9 09:17 - ym2009 - 计量经济学与统计软件
quantum monte carlo methods - algorithms for lattice models (2016)
2 个回复 - 1328 次查看 quantum monte carlo methods - algorithms for lattice models (2016) (.pdf)2017-5-23 01:03 - loneshark - 投资人(实务版)
Introduction to Monte Carlo Methods.pdf
3 个回复 - 1849 次查看 Introduction to Monte Carlo Methods 是一本对于Monte Carlo Simulation的全面介绍,注重实际操作的指示与解释,并在初级介绍后就Biased Sampling深入分析。PDF格式,非常清晰。2010-2-9 09:58 - xelloss1989 - MATLAB等数学软件专版
【蒙特卡洛方法,Springer】Monte Carlo Methods for Radiation Transport (2016)
22 个回复 - 2270 次查看 Monte Carlo Methods for Radiation Transport Fundamentals and Advanced Topics Authors: Oleg N. Vassiliev Covers the foundations of both the radiation transport theory and Monte Carlo on an i ...2016-10-31 05:52 - cmwei333 - 金融学(理论版)
Monte Carlo methods for estimating, smoothing, and filtering one- and two-factor
1 个回复 - 647 次查看 【作者(必填)】Garland B. Durham 【文题(必填)】Monte Carlo methods for estimating, smoothing, and filtering one- and two-factor stochastic volatility models 【年份(必填)】2006 【全文链接或数据库 ...2016-9-22 10:54 - hnhs100 - 求助成功区
[下载]超强好书MonteCarlo Methods in Finance
15 个回复 - 7001 次查看 【书名】 Monte Carlo Methods in Finance【作者】 Don McLeish【出版社】John&Wiley【版本】  Aug.2000【出版日期】Aug.2000【文件格式】PDF【文件大小】2.97M【页数】290页【ISBN出版号】【资料类别】统计学 ...2008-3-11 15:51 - love_hellen - MATLAB等数学软件专版
A Monte Carlo comparison of relative importance methodologies
1 个回复 - 771 次查看 【作者(必填)】LeBreton, James M., Robert E. Ployhart, and Robert T. Ladd 【文题(必填)】A Monte Carlo comparison of relative importance methodologies 【年份(必填)】2004 【全文链接或数据库名称( ...2016-9-11 10:13 - liqijia1234 - 求助成功区
APS:Percolation of the site random-cluster model by Monte Carlo method
1 个回复 - 599 次查看 【作者(必填)】 Songsong Wang, Wanzhou Zhang, and Chengxiang Ding【文题(必填)】Percolation of the site random-cluster model by Monte Carlo method 【年份(必填)】 Phys. Rev. E 92, 022127 – Published ...2016-6-7 09:13 - qijiongli - 求助成功区
Solutions to Odd-Numbered Exercises - Introducing Monte Carlo Methods with R
5 个回复 - 4558 次查看 Introducing Monte Carlo Methods with R 第二版(by Christian Robert)的单数题目答案2014-8-26 22:30 - に氺橸ジ楓柃 - R语言论坛
(Wiley Series): Simulation and the Monte Carlo Method
16 个回复 - 6686 次查看 包含Wiley Series中的 Simulation and the Monte Carlo Method (2ed) by Reuven Y. Rubinstein and Dirk P. Kroese Simulation and the Monte Carlo Method 目录 Preface. Acknowledgments. 1. Preliminarie ...2009-10-27 21:53 - temporarytemp - 计量经济学与统计软件
Sequential Monte Carlo Methods in Practice
2 个回复 - 2340 次查看 Sequential Monte Carlo Methods in PracticeMonte Carlo methods are revolutionizing the on-line analysis of data in many fileds. They have made it possible to solve numerically many complex, non-stand ...2016-2-21 00:13 - 376409377 - 计量经济学与统计软件
[求助]Sequential Monte Carlo Methods in Practice
9 个回复 - 7364 次查看 问一下是否有这本书的电子版? 谢谢.2008-11-20 01:01 - lanzai - 计量经济学与统计软件
求jstor文献一篇Monte Carlo Methodology and the Finite Sample Properties of Instr
1 个回复 - 502 次查看 【作者(必填)】Neil R. Ericsson 【文题(必填)】Monte Carlo Methodology and the Finite Sample Properties of Instrumental Variables Statistics for Testing Nested and Non-Nested Hypotheses 【年份(必填 ...2016-2-2 09:01 - mgymgy - 求助成功区
Simulation and the Monte Carlo Method, Student Solutions Manual, by Rubinstein
4 个回复 - 2935 次查看 Simulation and the Monte Carlo Method, Student Solutions Manual Rubinstein, Reuven Y. Kroese, Dirk P. http://onlinelibrary.wiley.com/book/10.1002/9780470285312 有下,但没有帐号. Thank you v ...2012-11-7 01:58 - lehe - 悬赏大厅
Monte Carlo Method 以及 Robust Optimization 心得及资料。
3 个回复 - 894 次查看 Ulm 大学MCS学习推荐资料。最近一直在做Robust Optimization,最终发现,还是传统的Monte Carlo Methods 最好,简单有效。现在好多文章吹捧的各种新算法也不过如此,像 Bootstrap, Jacknife, Kernel Density Estimat ...2015-7-10 06:31 - tautau - 经管书评
Monte Carlo Methods in Financial Engineering
1 个回复 - 2727 次查看 关于金融工程中蒙特卡罗模拟方法的一本好书 Monte Carlo Methods in Financial Engineering springer2003年出版 发表在了计量经济学版面, 链接http://www.pinggu.org/bbs/thread-216040-1-1.html&replyID=216 ...2007-8-1 18:01 - cqhou - 金融学(理论版)
求助书籍,书名Monte Carlo Simulation and Resampling Methods for Social Science
0 个回复 - 1547 次查看 Monte Carlo Simulation and Resampling Methods for Social Science作者 Thomas M. Carsey University of North Carolina, Chapel Hill, USA Jeffrey J. Harden University of Colorado at Boulder © 20 ...2015-6-26 21:57 - 叶蕴锋 - 计量经济学与统计软件
Monte Carlo Methods for Value-at-Risk and Conditional Value-at-Risk: A Review
2 个回复 - 1052 次查看 【作者(必填)】 L.Jeff Hong City University of Hong Kong,Hong Kong, ChinaZhaolinHu Tongji University, YangpuDistrict, Shanghai, ChinaGuangwuLiu City University of Hong Kong, HongKong, Chin ...2015-2-19 04:49 - chitchatla - 求助成功区
Simple examples in monte carlo methods
1 个回复 - 715 次查看 Simple examples in monte carlo methods2015-4-11 22:09 - liuyuchun-cumt - 经济金融数学专区
Monte Carlo methods in finance (draft, Wiley, 2002)
1 个回复 - 1116 次查看 Monte Carlo methods in finance (draft, Wiley, 2002)2015-4-11 22:31 - liuyuchun-cumt - 经济金融数学专区
[强力建议]建立一个Bayesian MethodMonte Carlo Method专栏
10 个回复 - 3494 次查看 强力建议建立一个Bayesian MethodMonte Carlo Method专栏 记得今年夏天在厦门大学举行的计量经济暑期班上,一位英国统计学家说21世纪是贝叶斯统计的世纪,足可以证明它的重要性;而且,国内搞这方面的人越来越多, ...2006-12-3 14:24 - j_headyong - 计量经济学与统计软件
Monte Carlo Methods in Physics
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