Monte Carlo Methods (eBook, PDF)

Monte Carlo Methods (eBook, PDF)

A Hands-On Computational Introduction Utilizing Excel

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This book is intended for undergraduate students of Mathematics, Statistics, and Physics who know nothing about Monte Carlo Methods but wish to know how they work. All treatments have been done as much manually as is practicable. The treatments are deliberately manual to let the readers get the real feel of how Monte Carlo Methods work. Definite integrals of a total of five functions ¿¿¿¿(¿¿¿¿), namely Sin(¿¿¿¿), Cos(¿¿¿¿), e¿¿¿¿, loge(¿¿¿¿), and 1/(1+¿¿¿¿2), have been evaluated using constant, linear, Gaussian, and exponential probability density functions ¿¿¿¿...

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