Unlock the full InfoQ experience by logging in! Stay updated with your favorite authors and topics, engage with content, and download exclusive resources. Vivek Yadav, an engineering manager from ...

Monte Carlo simulations have become a cornerstone in quantitative finance, particularly in the pricing of complex options and in modelling volatility dynamics. This numerical method employs random ...

One of the classic approaches to studying retirement withdrawal rates is to use Monte Carlo simulations that are parameterized to the same historical data as used in historical simulations. This can ...

In the investment world, it’s common to discuss average rates of return. It’s not sufficient, however, to simply add up historical returns and divide by how many there are. Processing Content The ...

Advisors and websites often show clients the results of large numbers of Monte Carlo simulations. It is hoped that clients will be calmed by pursuing avenues predicted to have a 90% chance of success.

Kushal Agarwal is an expert analyst in energy and power sectors. He is currently a product manager at DSP Blackrock Mutual Fund. Pete Rathburn is a copy editor and fact-checker with expertise in ...

I am looking to estimate the potential for failure in a complex system using Monte Carlo simulation. I am quite familiar with using MC for engineering simulations, but have never approached the ...

Tzveta Iordanova is an expert in credit and risk management, financial reporting, and a writer for online financial services platforms. Andy Smith is a Certified Financial Planner (CFP®), licensed ...

Forbes contributors publish independent expert analyses and insights. I track enterprise software application development & data management. AI is all about logic, but not all of it is straightforward ...