https://gdpark.blog/tags/simulation/Recent content in Simulation on gdpark.blogHugoenThu, 26 Sep 2019 00:00:00 +0000https://gdpark.blog/posts/financial-engineering-09-monte-carlo-method/Thu, 20 Oct 2016 00:00:00 +0000https://gdpark.blog/posts/financial-engineering-09-monte-carlo-method/Stumbled into a stats lecture and finally got it — turns out if you scatter enough random dots and do a little ratio math, you can actually calculate π. Wild, right?https://gdpark.blog/posts/financial-engineering-23-estimating-pi-using-the-monte-carlo-method-in-python/Thu, 26 Sep 2019 00:00:00 +0000https://gdpark.blog/posts/financial-engineering-23-estimating-pi-using-the-monte-carlo-method-in-python/Toss enough random darts at a unit square, count the ones inside the circle, and — boom — you’ve got π, courtesy of the Monte Carlo method and a bit of Python.