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User:Dbenov/Books/Monte Carlo Method

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The Monte Carlo Method

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Selected Wikipedia Articles

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Founders
Manhattan Project
Stanislaw Ulam
Nicholas Metropolis
John von Neumann
Overview
Stochastic optimization
Probability distribution
Reliability engineering
Monte Carlo method
Monte Carlo integration
Random Numbers
Statistical randomness
Algorithmically random sequence
Random number generation
Pseudorandom number generator
Linear congruential generator
Mersenne twister
Random sequence
Computers
FERMIAC
ENIAC
MANIAC I
MANIAC II
MANIAC III
Derivates
Quasi-Monte Carlo method
Markov chain Monte Carlo
Kinetic Monte Carlo
Dynamic Monte Carlo method
Direct simulation Monte Carlo
Biology Monte Carlo method
Auxiliary field Monte Carlo
Software
Comparison of risk analysis Microsoft Excel add-ins
Path tracing
List of software for Monte Carlo molecular modeling
Applications
Monte Carlo method for photon transport
Monte Carlo method in statistical physics
Monte Carlo methods for electron transport
Monte Carlo methods for option pricing
Monte Carlo methods in finance
Slope stability analysis