Monte Carlo Simulation Models
Monte Carlo Simulation
- Class I: Monte Carlo Simulation
- Read Wikipedia article on Monte Carlo Method. Especially sections on Overview, applied statistics, and "what-if" scenarios
- Read MS Excel Help: "Introduction to Monte Carlo simulation"
- Read Microsoft. Introduction to Monte Carlo simulation
- Describes technique and how to implement in Excel. Includes downloadable spreadsheet and problem set.
- Read Sedgwick & Wayne. Monte Carlo Simulation, Section 9.8 in Introduction to Programming in Java.
- Read Wolfram Mathworld. Monte Carlo Method
- Read Herbold Keith D. 2000. "Using Monte Carlo Simulation for Pavement Cost Analysis." Public Roads, Nov/Dec 2000 Vol. 64 ยท No. 3
- Read Zhang, Junfu. 2003. "Revisiting Residential Segregation by Income: A Monte Carlo Test." International Journal of Business and Economics, Vol. 2, No. 1, 27-37
- Read Denton Peterson, et al. 1990 "Monte Carlo Simulation of HIV Infection in an Intravenous Drug User Community." Journal of Acquired Immune Deficiency Svndromes 3:1086—1095.
- Problems
- LAB