Lecture 2022-1 (09): Numerical Methods: Monte-Carlo Method 4: Monte-Carlo Integration 2

Lecture 2022-1: Session 09: Numerical Methods for Mathematical Finance: Monte-Carlo Method 4: Monte-Carlo Integration 2:
Monte-Carlo Integral and Code Session

- Monte-Carlo Integral (in d Dimensions)

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Code Sessions:
- Integrator in 1D
- Excursion: Working with Streams
- Integrator Interface
- Simpson’s Rule Integrator 1D
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Monte-Carlo Integrator 1D