Monte Carlo for the noobs

sleger · April 3rd, 2006, 4:53 pm

On the link below is an article which is a brief introduction to Monte Carlo techniques and also a rapid overview of more advanced techniques that can be used to improve greers calculation, random number generation...http://homepages.nyu.edu/~sl1544/articles.html

sleger · April 6th, 2006, 10:51 pm

Any suggestion on how to improve its content without getting too far into the details, or things that are not very clear ?Thanks,slegerhttp://homepages.nyu.edu/~sl1544/articles.html

ppauper · April 7th, 2006, 12:17 pm

>>Monte Carlo for the noobswhat pray is a noob, and do you count yourself amongst their number ?

sleger · April 7th, 2006, 12:50 pm

Sorry, "for the noob" was an unlucky translation of "pou rles nuls" in French, I changed it yesterday to "for the newbies" I hope it is better... And yes, I think I have to consider myself as a newbie as well since i m not an expert of malliavin calculus for exemple.

ppauper · April 7th, 2006, 1:01 pm

thanks ! noob=newbie.I guess I'm not down with the computerspeak.

TraderJoe · April 7th, 2006, 10:19 pm

QuoteOriginally posted by: slegerAny suggestion on how to improve its content without getting too far into the details, or things that are not very clear ?Thanks,slegerhttp://homepages.nyu.edu/~sl1544/articles.htmlMany thanks Simon. BTW you've spelt example wrong in your paper.

ppauper · April 8th, 2006, 12:24 pm

>> Yann and me teached a classYann and I taught a class

sleger · April 8th, 2006, 3:04 pm

Shame on me Thanks !

hypersphere · April 8th, 2006, 4:57 pm

Indeed, we "taught" a class. talking about newbies...Yann