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# Monte Carlo simulation

An analytical technique for solving a problem by performing a large number of trail runs, called simulations, and inferring a solution from the collective results of the trial runs. Method for calculating the probability distribution of possible outcomes. The New York Times Financial Glossary
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A statistical technique that involves using a large number of repeated calculations. A methodical and formalized version of trial and error. Monte Carlo simulation uses historically known interest rate volatilities to scientifically generate the large number of interest rate paths needed to simulate the interest rate sensitivity of bank products with embedded options. Monte Carlo simulation is one of the best tools for dealing with many of the option-related problems in interest rate risk measurement. American Banker Glossary
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An analytical technique for solving a problem by performing a large number of trail runs, called simulations , and inferring a solution from the collective results of the trial runs. Method for calculating the probability distribution of possible outcomes. Bloomberg Financial Dictionary

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• Monte-Carlo-Simulation — Monte Karlo modeliavimas statusas T sritis automatika atitikmenys: angl. Monte Carlo modelling vok. Monte Carlo Simulation, f rus. моделирование методом Монте Карло, n pranc. simulation Monte Carlo, f …   Automatikos terminų žodynas

• Monte Carlo simulation — Valuation model used to simulate share price movements for the purpose of determining fair value of awards subject to market based performance conditions such as TSR and absolute share price targets. Practical Law Dictionary. Glossary of UK, US… …   Law dictionary

• Monte Carlo Simulation — Viertelkreis, dessen Fläche durch die Monte Carlo Methode angenähert wird. Damit lässt sich eine Näherung von Pi bestimmen. Monte Carlo Simulation oder Monte Carlo Studie, auch: MC Simulation, ist ein Verfahren aus der Stochastik, bei dem sehr… …   Deutsch Wikipedia

• Monte-Carlo-Simulation — Viertelkreis, dessen Fläche durch die Monte Carlo Methode angenähert wird. Damit lässt sich eine Näherung von Pi bestimmen. Monte Carlo Simulation oder Monte Carlo Studie, auch MC Simulation, ist ein Verfahren aus der Stochastik, bei dem sehr… …   Deutsch Wikipedia

• Monte Carlo Simulation — A problem solving technique used to approximate the probability of certain outcomes by running multiple trial runs, called simulations, using random variables. Monte Carlo simulation is named after the city in Monaco, where the primary… …   Investment dictionary

• Monte-Carlo-Simulation — Monte Carlo Studie; MC Simulation …   Universal-Lexikon

• Monte Carlo simulation — A simulation in which random data are generated from specified distributions and used as an input into predictive or other models. In finance, such simulations are used to price complicated derivatives and portfolios and provide the basis for… …   Accounting dictionary

• Monte Carlo simulation — A simulation in which random data are generated from specified distributions and used as an input into predictive or other models. In finance, such simulations are used to price complicated derivatives and portfolios and provide the basis for… …   Big dictionary of business and management

• Monte Carlo simulation — see under method …   Medical dictionary

• Monte-Carlo-Simulation — Mon|te Cạr|lo Si|mu|la|ti|on, die; (eine statistische Methode) …   Die deutsche Rechtschreibung