Monte-Carlo-Simulation
111Datar-Mathews Method for Real Option Valuation — The Datar Mathews Method [1] (DM Method ©[2]) is a new method for Real options valuation. The DM Method can be understood as an extension of the net present value (NPV) multi scenario Monte Carlo model with an adjustment for risk aversion and… …
112Binomial options pricing model — BOPM redirects here; for other uses see BOPM (disambiguation). In finance, the binomial options pricing model (BOPM) provides a generalizable numerical method for the valuation of options. The binomial model was first proposed by Cox, Ross and… …
113Hubbard-Stratonovich transformation — The Hubbard Stratonovich (HS) transformation is an exact mathematical transformation, which allows to convert a particle theory into its respective field theory by linearizing the density operator in the many body interaction term of the… …
114Value at Risk — Der Begriff Wert im Risiko oder englisch Value at Risk (VaR) bezeichnet ein Risikomaß, das angibt, welchen Wert der Verlust einer bestimmten Risikoposition (z. B. eines Portfolios von Wertpapieren) mit einer gegebenen Wahrscheinlichkeit und in… …
115Radiative transfer equation and diffusion theory for photon transport in biological tissue — Photon transport in biological tissue can be equivalently modeled numerically with Monte Carlo simulations or analytically by the radiative transfer equation (RTE). However, the RTE is difficult to solve without introducing approximations. A… …
116Shlomo Sawilowsky — Shlomo S. Sawilowsky (born 1954) is Professor of Educational Statistics and Distinguished Faculty Fellow at Wayne State University in Detroit, Michigan, where he has won many teaching and research awards. He was awarded the 1985 Florida… …
117Condensation — Sequenzielle Monte Carlo Methoden (SMC Methoden) gehören zur Klasse der stochastischen Verfahren zur Zustandsschätzung in einem dynamischen Prozess (z. B. in der mobilen Robotik), dessen Dynamik nur im statistischen Mittel bekannt ist… …
118QMC@Home — Bereich: Chemie Ziel: Weiterentwicklung der Quanten Monte Carlo (QMC) Methode Betreiber: Westfälische Wilhelms Universität Münster Land: Deutschland Plattform …
119Corporate finance — Corporate finance …
120Stochastic modelling (insurance) — This page is concerned with the stochastic modelling as applied to the insurance industry. For other stochastic modelling applications, please see Monte Carlo method. For mathematical definition, please see Stochastic process.tochastic model… …
