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Monte Carlo method
(redirected from Monte Carlo calculation)

   Also found in: Medical, Encyclopedia, Wikipedia 0.01 sec.
Monte Carlo method
n
(Mathematics & Measurements / Statistics) a heuristic mathematical technique for evaluation or estimation of intractable problems by probabilistic simulation and sampling
[named after the casino at Monte Carlo, where systems for winning at roulette, etc., are often tried]


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Simulation Methodology- Monte Carlo With Numerix Counterparty Risk users can now access the extensive Numerix model library as well as a variety of acceleration methods for performing real-time Monte Carlo calculation of PFE and CVA, including deal price, deal aging, collateral posting and netting agreements- and can be accelerated with fast algorithms, Windows HPC Server GRID computing or an NVIDIA Tesla processor.
[FIGURE 4 OMITTED] [FIGURE 5 OMITTED] Figure 6 shows the energy of the backscattered electrons determined by subtracting the energy deposited in the energy detector from the beam energy and compares it to an ETRAN Monte Carlo calculation convo- luted with a Gaussian to account for the energy resolution of the detector.
 
 
 
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