共找到 506 项 “Carlo” 相关结果
- 全部分类
- 全部
- 文学
- 历史
- 哲学/宗教
- 法律
- 政治/社会
- 医学
- 教育/心理学
- 艺术/传媒
- 研究生考试
- 资格认证考试
- 公开课
- 语言
- 经济金融
- 管理学
- IT/计算机
- 自然科学
- 工学/工程
- 体育
- 行业资料
- 音乐
- 汽车机械制造
- 文档模板
- 创业
- 农学
- 生活
- 数据库教程
- 民族
作者: 闫威编著
出版社:海洋出版社,2006
简介: 这是一部专门介绍如何用3ds max 7配套的、美名“焦散之王’VRay对三维对象进行渲染的教科书。本书是应广大读者的迫切需求,用20章、近12个小时的个视频化讲解、再结合丰富的典型的实例,将VRay的基础知识、核心功能和具体操作技能进行了淋漓尽致的描述,充分展示了VRay三维渲染的强大功能。 本书由20章构成,内容包括VRay基础知识、VRay通用设置、VRay间接照明(GI)(全局光照)、发光贴图渲染引擎、Quasi—Monte Carlo光子贴图/准蒙特卡罗渲染引擎、LigtitCache灯光缓存渲染引擎、Caustics焦散、QMC Sampler准蒙特卡罗采样器、G—Buffer/ColorMappingG缓冲器/颜色贴图、Camera摄影机、DefaultDisplacemen默认置换、System系统,VRayught/VRayshadows灯光/阴影、VRaymtl材质、VRayLightMtlNRayMtlWrapper灯光材质/包裹材质,VRay程序贴图,VRay物体,VRayDisplacementMod置换修改器,VRayToon卡通效果。 本书配套光盘内容包括书中所有实例的场景以及贴图文件,片长700多分钟的视频教学,从VRay的安装、全局设置、间接照明渲染引擎的使用、焦散效果、到各种光影材质的运用以及修改器、卡通效果的制作,都无一例外的收集到本书和配套光盘中,相信能给各位读者极大帮助。 本书既是三维动画、室内效果图、建筑效果图和商业产品设计等广大从业人员优秀自学用书,又可作为高等院校室内装潢课程辅导用书。 书中文例题材广泛,涵盖商业产品设计、室内设果图设计及建筑效果图表现设计等诸多方面,_在介绍典型作品的同时,还提供了最前沿的技术与解决方案,真正做到技巧、秘技毫无保留,本书旨在帮助读者掌握一项新的演染技术,以提高读者的渲染水平,丰富读者的创业手段,使工作和生活更加精彩! 本书配套光盘内容包括书中所有实例的场景以及贴图文件,从VRay的安装、全局设置、间接照明渲染引擎的使用、焦散效果,到各种光影材质的运用以及修改器、卡通效果的制作等。 本书是从事室内装潢、三维动画、室内效果图、建筑效果图表现和商业产品设计等广大从业人员最佳工作伴侣。
作者: (美)卡罗尔·M. 莱曼(Carlo M.Lehman),(美)戴比·D. 达弗林(Debbie D. DuFene)著
简介: 《商务沟通(第14版)》以一种创新的方式向学生提供了进入职业生涯所必需的沟通知识和经验。它融合了商务沟通领域的传统理论和前沿课题,其所涵盖的内容包括沟通的基本原理,沟通分析,语音、电子和书面沟通,报告和商务讲演以及就业所涉及的沟通技能。这些新的内容借助于简单好用的学习工具、新颖实用的栏目设置得到了完美的阐述。此外,《商务沟通(第14版)》还包含大量来自现实世界的生动翔实的案例,这些案例可以帮助学生通过真实公司的经验学习,掌握商务沟通领域的关键概念和沟通技巧。
作者: (美)George Casella,(美)Roger L. Berger著;张忠占,傅莺莺译
出版社:机械工业出版社,2010
简介: 本书从概率论的基础开始,通过例子与习题的旁征博引,引进了大量 近代统计处理的新技术和一些国内同类教材中不常见而又广为使用的分布 。其内容既包括工科概率入门、经典统计和现代统计的基础,又加进了不 少近代统计中数据处理的实用方法和思想,例如:Bootstrap再抽样法、刀 切(Jackkrlife)估计、EM算法、Logistic回归、稳健(Robest)回归、 Markov链、Monte Carlo方法等。它的统计内容与国内流行的教材相比,理 论较深,模型较多,案例的涉及面要广,理论的应用面要丰富,统计思想 的阐述与算法更为具体。本书可作为工科、管理类学科专业本科生、研究 生的教材或参考书,也可供教师、工程技术人员自学之用。
简介:"The long-awaited third edition of this standard text maintains the "cookbook" features and Excel dependence that have made the first and second editions so popular. It also offers significant new material, with new chapters covering such topics as bank valuation, the Black-Litterman approach to portfolio optimization, Monte Carlo methods and their applications to option pricing, and using array functions and formulas. Other chapters, including those on basic financial calculations, portfolio models, calculating the variance-covariance matrix, and generating random numbers, have been revised, with many offering substantially new and improved material. Other areas covered include financial statement modeling, leasing, standard portfolio problems, value at risk (VaR), real options, duration and immunization, and term structure modeling.Technical chapters treat such topics as data tables, matrices, the Gauss-Sidel method, and tips for using Excel. The last section of the text covers the Visual Basic for Applications (VBA) techniques needed for the book. The accompanying CD contains Excel worksheets and solutions to end-of-chapter exercises." -- Cover.
作者: 陈敏伯著
出版社:科学出版社,2009
简介:本书分两部分:基本原理部分和应用部分。基本原理部分的内容框架取自计算物理。考虑到通常这一领域化学家的知识背景,在应用部分加入了一些具体领域的理论背景介绍。 计算化学是近年来飞速发展的一门学科,它主要以分子模拟为工具实现各种核心化学问题的计算,架起了理论化学和实验化学之间的桥梁。 本书在一个比较严格的理论框架中介绍了计算化学。全书分两部分:基本原理篇和应用篇,共11章。基本原理篇(第1-6章)包括:体系的经典力学描述,势能面,分子动力学方法,Monte Carlo模拟,相关函数和近平衡态的量子统计理论;应用篇(第7-11章)包括:热化学,输运性质,分子光谱的模拟,固体材料和统计数学在药物、材料设计上的应用。本书尽量介绍具有物理意义的方法,不得已才采用单纯的数学模型。为了方便阅读,本书备有附录用来介绍重要的数学工具。 本书可作为化学、物理、材料科学、药学、生命科学等有关专业领域高校教师、科研人员的参考书和研究生教材。更多>>
作者: 张晓峒著
出版社:机械工业出版社,2007
简介:Eviews(Econometric views)是当今世界上最流行的计量经济学软件之一。本书系统地介绍了Eviews的全部功能,包括建立数据文件、画图、一系列计假设检验、最小二乘估计、工具变量估计、两阶段最小二乘估计、离散选择模型(tobit、probit、logit、删载、截余、计数等模型)估计、联立方程模型估计、GARCH模型估计、时间序列ARIMA模型估计、向量自回归模型估计、向量误差修正模型估计、自相关检验、异方差检验、多重共线性检验、结构突变检验、单位根(时间序列平稳性)检验、Granger非因果性检验、协积检验、面板数据应用、Eviews编程和蒙特卡罗(Monte Carlo)模拟、主成分分析、时间序列的季节调整等内容,并通过23个应用实例介绍了上述功能的实际操作。 Eviews具有数据处理、作图、统计分析、回归建模分析、预测、时间序列ARIMA分析、时间序列的季节调整分析、编程和模拟九大类功能,是经济、金融、保险、管理、商务等领域中各类工作者、教师、学生的必备工具。Eviews的基本功能也适用于自然科学、人文科学以及其他社会科学中各个领域的定量研究,应用范围广泛。本书为读者全面掌握Eviews的使用提供帮助。
Introductory econometrics : using Monte Carlo simulation with Microsoft Excel /
光盘作者: Humberto Barreto, Frank M. Howland.
简介:This highly accessible and innovative text and accompanying CD-ROM use Excel (R) workbooks powered by Visual Basic macros to teach the core concepts of econometrics without advanced mathematics. It enables students to run Monte Carlo simulations in order to understand the data generating process and sampling distribution. Intelligent repetition of concrete examples effectively conveys the properties of the ordinary least squares (OLS) estimator and the nature of heteroskedasticity and autocorrelation. Coverage includes omitted variables, binary response models, basic time series, and simultaneous equations. The authors teach students how to construct their own real-world data sets drawn from the internet, which they can analyze with Excel (R) or with other econometric software. The Excel add-ins allow students to draw histograms, to compute P-values and robust standard errors, and to construct their own MonteCarlo and bootstrap simulations. For more readers may visit the web site at www.wabash.edu/econometrics.
作者: 张璐璐[等]编著
出版社:同济大学出版社,2011
简介: 《岩土工程可靠度理论》(作者张璐璐、张洁、徐耀、李旭)系统地介绍 了岩土工程可靠度分析和设计的基本概念和主要方法。首先简要介绍岩土工 程的研究范畴以及岩土工程可靠度和风险分析的基本概念,以便学生理解可 靠度分析的目的和意义;之后对概率和统计的基础知识进行回顾,为介绍可 靠度分析的具体方法做铺垫;接下来分别对可靠度分析的几种重要方法进行 详细阐述,包括一次二阶矩法、Monte Carlo模拟、响应面法以及系统可靠 度分析法;最后介绍了岩土工程可靠度设计原理,并给出了可靠度分析的应 用案例。 《岩土工程可靠度理论》可作为普通高等院校岩土工程专业方向的教材 ,也可供岩土工程、结构工程、水利工程、交通工程和采矿工程等相关专业 的教师、研究人员与工程技术人员参考。
简介:Summary: Publisher Summary 1 Given the explosion of interest in mathematical methods for solving problems in finance and trading, a great deal of research and development is taking place in universities, large brokerage firms, and in the supporting trading software industry. Mathematical advances have been made both analytically and numerically in finding practical solutions. This book provides a comprehensive overview of existing and original material, about what mathematics when allied with Mathematica can do for finance. Sophisticated theories are presented systematically in a user-friendly style, and a powerful combination of mathematical rigor and Mathematica programming. Three kinds of solution methods are emphasized: symbolic, numerical, and Monte-- Carlo. Nowadays, only good personal computers are required to handle the symbolic and numerical methods that are developed in this book. Key features: * No previous knowledge of Mathematica programming is required * The symbolic, numeric, data management and graphic capabilities of Mathematica are fully utilized * Monte--Carlo solutions of scalar and multivariable SDEs are developed and utilized heavily in discussing trading issues such as Black--Scholes hedging * Black--Scholes and Dupire PDEs are solved symbolically and numerically * Fast numerical solutions to free boundary problems with details of their Mathematica realizations are provided * Comprehensive study of optimal portfolio diversification, including an original theory of optimal portfolio hedging under non-Log-Normal asset price dynamics is presented The book is designed for the academic community of instructors and students, and most importantly, will meet the everyday trading needs of quantitatively inclined professional and individual investors. Publisher Summary 2 This book provides a comprehensive overview of existing and original material, about what mathematics when allied with Mathematica can do for finance. Sophisticated theories are presented systematically in a user-friendly style, and a powerful combination of mathematical rigor and Mathematica programming. The book is designed for the academic community of instructors and students, and most importantly, will meet the everyday trading needs of quantitatively inclined professional and indiviual investors who want to solve various problems encountered when investing and trading in stocks and stock options.
简介:"This book presents all the computational techniques and tools needed to start doing scientific research using computer simulations. After working through this book, the reader will possess the necessary basic background knowledge, from program design, programming in C, fundamental algorithms and data structures, random numbers, and debugging, all the way to data analysis, presentation and publishing. In each of these fields, no preliminary knowledge is assumed. The reader will be equipped to successfully perform complete projects from the first idea until the final publication. All techniques are explained using many examples in C; these C codes, as well as the solutions to exercises, are readily available on the CD enclosed with this book. The techniques in this book are independent of the fields of research, and hence they are suitable for conducting research projects in physics, chemistry, computer science, biology and engineering. This also means that no problem-dependent algorithms are introduced; therefore, this book does not explain molecular dynamics, Monte Carlo, finite elements and other special-purpose techniques, which would be beyond the scope of a general-purpose book. There has been no similar comprehensive book written so far. Currently, one needs many different books to learn all the necessary elements. With this book, however, one basically needs only a second book on field-specific algorithms in order to be fully equipped to perform computer simulations research."--Publisher’s description.
作者: 张跃[等]编著
出版社:北京航空航天大学出版社,2007
简介:本书共9章,主要介绍计算材料学中最具代表性的四种计算方法,包括 用于电子和原子尺度材料计算的量子力学第一性原理方法和分子动力学方法 ,用于微、介观尺度的Monte Carlo方法以及宏观尺度的有限元计算方法。 本书的特点是根据材料专业学生的知识结构和计算材料学自身的特点,重点 介绍各方法的基础理论及其在材料研究中的应用,是计算材料学方面的一本 较系统、完整的教材。 本书可作为高等学校材料科学与工程专业本科生和研究生的教材,也可 作为材料科学与工程领域的大专院校教师和科技工作者的参考书。
Monte Carlo applications in systems engineering
出版社:西安交通大学出版社,2007
简介:蒙特卡洛方法是分析现实世界中工业问题的一种重要方法,它不必为了对问题进行简化而做出各种不现实的假设,而这些假设是确定性数学模型所不可避免的。本书介绍了一种研究系统动态行为的统一方法,其中蒙特卡洛方法是求解复杂现实问题的一种工具。这种综合性的方法把先前各种独立的技术、方法,比如产品的可靠性、维护需要、备件可用性等等成功地结合在一起。作者指出,使用这种方法能够提高效率。 本书的主要特点: 全面涵盖了系统工程和蒙特卡洛方法的基础理论和基本方法,使读者更容易理解涉及的知识和概念。 对方法的描述循序渐进,从简单统计过程的基本估计开始,经过多重积分的计算,再到复杂转移方程的求解,逐步深入。 对提出的每一种技术给出了大量的工业实例加以说明。 对某些典型的例子提供了软件(可通过FTP取得),使读者能够亲自利用学到的方法解决实际问题。 使用各种分析工具进行讨论,比如经典的概率方法、事件分布、老化和马尔可夫方法等,分析了这些方法在一般的系统工程领域的应用。 那些对系统工程科学的发展感兴趣的研究生和学者将会从本书严密的理论中受益,大量的工业实例也将更多>>
简介:Intended as a textbook for electromagnetics or a reference for practicing engineers, the book uses the computer software packages QuickField and MATLAB for visualizing electric and magnetic fields, and for calculating their resulting forces, charge, and current distributions. The concepts of electromagnetism come alive as the readers model real world problems and experiment with currents in biological tissue under electrical stimulation, for superconducting magnetic shielding, Monte Carlo methods, etc. The accompanying CD includes a fully functional version of QuickField (widely used in industry), as well as numerous demonstrations and simulations with MATLAB.
简介:Market Risk Analysis is the most comprehensive, rigorous and detailed resource available on market risk analysis. Written as a series of four interlinked volumes each title is self-contained, although numerous cross-references to other volumes enable readers to obtain further background knowledge and information about financial applications.Volume I: Quantitative Methods in Finance covers the essential mathematical and financial background for subsequent volumes. Although many readers will already be familiar with this material, few competing texts contain such a complete and pedagogical exposition of all the basic quantitative concepts required for market risk analysis. There are six comprehensive chapters covering all the calculus, linear algebra, probability and statistics, numerical methods and portfolio mathematics that are necessary for market risk analysis. This is an ideal background text for a Masters course in finance.Volume II: Practical Financial Econometrics provides a detailed understanding of financial econometrics, with applications to asset pricing and fund management as well as to market risk analysis. It covers equity factor models, including a detailed analysis of the Barra model and tracking error, principal component analysis, volatility and correlation, GARCH, cointegration, copulas, Markov switching, quantile regression, discrete choice models, non-linear regression, forecasting and model evaluation.Volume III: Pricing, Hedging and Trading Financial Instruments has five very long chapters on the pricing, hedging and trading of bonds and swaps, futures and forwards, options and volatility as well detailed descriptions of mapping portfolios of these financial instruments to their risk factors. There are numerous examples, all coded in interactive Excel spreadsheets, including many pricing formulae for exotic options but excluding the calibration of stochastic volatility models, for which Matlab code is provided. The chapters on options and volatility together constitute 50% of the book, the slightly longer chapter on volatility concentrating on the dynamic properties the two volatility surfaces the implied and the local volatility surfaces that accompany an option pricing model, with particular reference to hedging.Volume IV: Value at Risk Models builds on the three previous volumes to provide by far the most comprehensive and detailed treatment of market VaR models that is currently available in any textbook. The exposition starts at an elementary level but, as in all the other volumes, the pedagogical approach accompanied by numerous interactive Excel spreadsheets allows readers to experience the application of parametric linear, historical simulation and Monte Carlo VaR models to increasingly complex portfolios. Starting with simple positions, after a few chapters we apply value-at-risk models to interest rate sensitive portfolios, large international securities portfolios, commodity futures, path dependent options and much else. This rigorous treatment includes many new results and applications to regulatory and economic capital allocation, measurement of VaR model risk and stress testing.
简介: 由于其功能的多样性,免费编程语言R被广泛应用在统计计算与制图学中,并且它是一种非常适合科学编程的完全的函数式编程语言(functional programming language)。 这本书主要介绍了科学编程与随机建模的一些技巧。数学建模、特别是随机建模与科学编程具有紧密的联系,因为科学编程中的数值方法使利用数学模型处理实际问题变成一种可能。 以下是本书的结构,假定读者群不具备编程与统计的相关知识,书的内容由如下四部分组成: R中的编程从如何获得并安装R开始(分别针对Windows、MacOS和Unix平台),然后介绍了基本的计算与程序流程,最后进一步讨论了基于函数的编程、数据结构、制图和面向对象的代码; 数值计算入门介绍求根方法、数值积分和优化问题中关于精度与编程效率等概念; 概率理论的独立介绍一直涉及到弱大数定律和中心极限定律,并且讲述了使用这些理论来处理点估计与区间估计问题; 数值仿真介绍了如何产生单独的随机变量、Monte-Carlo数值积分和方差缩减技巧。 在最后一部分中,本书使用了大量关于流行病、库存管理和植物种子扩散的例子来介绍如何进行随机建模。通篇使用的皆为可靠的方法,并提供了大量的示例、练习和实际工程问题。
简介:Stochastic Simulation and Applications in Finance with MATLAB Programs explains the fundamentals of Monte Carlo simulation techniques, their use in the numerical resolution of stochastic differential equations and their current applications in finance. Building on an integrated approach, it provides a pedagogical treatment of the need-to-know materials in risk management and financial engineering.
Understanding Molecular Simulation:From Algorithms to Applications
出版社:化学工业出版社,2002
简介: 分子模拟方法(包括monte carlo方法和分子动力学方法)在物理、化学及材料学科等领域常常被称为“计算机实验”,它已经成为和实验科学、理论科学并列的自然科学的第三分支。 本书介绍了基本原理,包括统计力学、monte carlo 模拟以及分子动力学模拟;然后介绍系综,包含不同系综的monte carlo 模拟以及不同系综的分子动力学模拟;再介绍相平衡,包含自由能计算、无界面相共存以及固体的相平衡;最后介绍高等方法,包含约束、稀有事件、簇移动、复杂流体以及链状分子的自由能。 本色适合作为研究生以及高年级本科生的教材,也可作为从事分子模拟研究的教师的参考书。
简介:Summary: Publisher Summary 1 The Banker's Handbook on Credit Risk shows you how to comply with Basel II regulations on credit risk step by step, building on the basics in credit risk up to advanced credit risk methodologies. This advanced credit/risk management book takes a "new tools" approach to Basel II implementation. The hands-on applications covered in this book are vast, including areas of Basel II banking risk requirements (credit risk, credit spreads, default risk, value at risk, market risk, and so forth) and financial analysis (exotic options and valuation), to risk analysis (stochastic forecasting, risk-based Monte Carlo simulation, portfolio optimization) and real options analysis (strategic options and decision analysis). This book is targeted at banking practitioners and financial analysts who require the algorithms, examples, models, and insights in solving more advanced and even esoteric problems. The book comes complete with a DVD filled with sample modeling videos, case studies, and software applications to help the reader get started immediately. The various trial software applications included allows the reader to quickly access the approximately 670 modeling functions, 250 analytical model templates, and powerful risk-based simulation software to help in the understanding and learning of the concepts covered in the book, and also to use the embedded functions and algorithms in their own models. In addition, the reader can get started quickly in running risk-based Monte Carlo simulations, run advanced forecasting methods, and perform optimization on a myriad of situations, as well as structure and solve customized real options and financial options problems. * Only book to show bankers step by step how to comply with Basel II regulations on credit risk * Over 150 hands-on software applications included on the DVD accompanying the book, including sample modeling videos * Provides all the latest quantitative tools
简介:Summary: Publisher Summary 1 Derivatives Models on Models聽takes a theoretical and practical look at some of the latest and most important ideas behind derivatives pricing models. In each chapter the author highlights the latest thinking and trends in the area. A wide range of topics are covered, including valuation methods on stocks paying discrete dividend, Asian options, American barrier options, Complex barrier options, reset options, and electricity derivatives.The book also discusses the latest ideas surrounding finance like the robustness of dynamic delta hedging, option hedging, negative probabilities and space-time finance. The accompanying CD-ROM with additional Excel sheets includes the mathematical models covered in the book.The book also includes interviews with some of the world's top names in the industry, and an insight into the history behind some of the greatest discoveries in quantitative finance. Interviewees include:Clive Granger, Nobel Prize winner in Economics 2003, on CointegrationNassim Taleb on Black SwansStephen Ross on Arbitrage Pricing TheoryEmanuel Derman the Wall Street QuantEdward Thorp on Gambling and TradingPeter Carr the Wall Street Wizard of Option Symmetry and VolatilityAaron Brown on Gambling, Poker and TradingDavid Bates on Crash and JumpsAndrei Khrennikov on Negative ProbabilitiesElie Ayache on Option Trading and ModelingPeter Jaeckel on Monte Carlo SimulationAlan Lewis on Stochastic Volatility and JumpsPaul Wilmott on Paul WilmottKnut Aase on Catastrophes and Financial EconomicsEduardo Schwartz the Yoga Master of Quantitative FinanceBruno Dupire on Local and Stochastic Volatility Models
作者: 罗俊海,王章静 编著
出版社:清华大学出版社 2015年9月
简介: 罗俊海、王章静编著的本书是关于信息融合理论、应用和传感器管理的一部教材。本书基于编者的研究工作,并借鉴国内外其他学者的成果,力图较全面、系统地讲解信息融合理论、应用、传感器管理以及发展与*新研究成果,特别是在异构、多源、动态、非理想信道、稀疏、错误容忍环境下。全书共25章,分为五个部分。**部分研究现状,包括多源数据融合概述、信息融合的原理和级别、多源传感器数据融合算法、多传感分布检测、传感器管理、探讨和备注;第二部分数学理论基础,包括Bayes方法、模糊集理论、粗糙集理论、Monte Carlo理论、Dempster-Shafer理论、估计理论和滤波器理论;第三部分多源数据融合算法,包括Bayes 决策、正态分布时的统计决策、*大*小决策、神经网络、支持向量机和Bayes网络;第四部分多源数据融合应用,包括分布式检测和融合、目标追踪的高效管理策略、数据融合的系统校准、目标跟踪策略算法与数据融合、像素与特征的图像融合;第五部分是多传感器管理。本书可作为信息工程、信息融合、模式识别、机器学习、人工智能、数据分析、军事决策和电子对抗等专业的本科生和研究生教材,也可供上述相关领域的科技人员阅读和参考,还可以供雷达、声呐、激光、红外、机器人、导航、交通、医学、物联网、泛在网、CPS、遥感、遥测、定位等领域的科技工作者参考学习。