Monte Carlo Simulation definition

Monte Carlo Simulation means a broad class of computational algorithms that rely on repeated random sampling to obtain numerical results; typically one runs simulations many times over in order to obtain the distribution of an unknown probabilistic entity.
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Monte Carlo Simulation means a broad class of computational algorithms that rely on repeated random sampling to obtain numerical
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Examples of Monte Carlo Simulation in a sentence

  • Fair values at grant date are determined using a Monte Carlo Simulation pricing model.

  • A Monte Carlo Simulation is a technique used to approximate the probability of certain outcomes, called simulations, based on normally distributed random variables and highly subjective assumptions.

  • The fair value of each PSU is estimated using a Monte Carlo Simulation approach.

  • The VaR model will use the following quantitative standards:• The confidence level should be 99%;• The holding period should be 1 trading day; and• The historical observation period should not be less than 1 year; however, a shorter observation period may be used if justified, for example, as a result of significant recent changes in price volatility.There are three popular approaches for calculating VaR, namely Historical Simulation, analytical Variance-Covariance method and Monte Carlo Simulation.

  • Deciding on the Number of Classes in Latent Class Analysis and Growth Mixture Modeling: A Monte Carlo Simulation Study.

  • The fair value of PSUs and RSUs at the date of grant to the PRSU Plan participants, determined using the Monte Carlo Simulation model in the case of PSUs, are recognized as compensation expense over the vesting period, with a liability recorded in trade and other payables.

  • The use of a Monte Carlo Simulation model simulates multiple future price projections for both SCEE shares and the shares of the peer group against which they are tested.

  • The fair value is determined independently by using the binomial lattice and Monte Carlo Simulation models.

  • Instead, we are able to fully profit from the Monte Carlo Simulation procedure.

  • Fair value is determined using various valuation methods including Black Scholes, Binomial and the Monte Carlo Simulation method that takes into account the exercise price, the term of the performance right, the impact of dilution, the share price at grant date and expect price volatility of the underlying share, the expected dividend yield and the risk-free interest rate for the term of the performance right.

Related to Monte Carlo Simulation

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  • Snow tyre means a tyre whose tread pattern, tread compound or structure is primarily designed to achieve in snow conditions a performance better than that of a normal tyre with regard to its ability to initiate or maintain vehicle motion."

  • Clean coal technology demonstration project means a project using funds appropriated under the heading “Department of Energy—Clean Coal Technology,” up to a total amount of $2,500,000,000 for commercial demonstration of clean coal technology, or similar projects funded through appropriations for the Environmental Protection Agency. The federal contribution for a qualifying project shall be at least 20 percent of the total cost of the demonstration project.

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  • Monte Titoli means Monte Titoli S.p.A.

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  • Prewritten computer software means computer software, including prewritten upgrades, which is not designed and developed by the author or other creator to the specifications of a specific purchaser. The combining of two or more "prewritten computer software" programs or prewritten portions thereof does not cause the combination to be other than "prewritten computer software". "Prewritten computer software" includes software designed and developed by the author or other creator to the specifications of a specific purchaser when it is sold to a person other than the purchaser. If a person modifies or enhances "computer software" of which the person is not the author or creator, the person is deemed to be the author or creator only of such person's modifications or enhancements. "Prewritten computer software" or a prewritten portion thereof that is modified or enhanced to any degree, if such modification or enhancement is designed and developed to the specifications of a specific purchaser, remains "prewritten computer software". However, if there is a reasonable, separately stated charge or an invoice or other statement of the price given to the purchaser for such modification or enhancement, such modification or enhancement shall not constitute "prewritten computer software".

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