Chapter 15. Random Numbers and the Monte Carlo Method

  1. E. Joseph Billo

Published Online: 2 NOV 2006

DOI: 10.1002/9780470126714.ch15

Book Title

Excel for Scientists and Engineers: Numerical Methods

Excel for Scientists and Engineers: Numerical Methods

Additional Information

How to Cite

Billo, E. J. (2006) Random Numbers and the Monte Carlo Method, in Excel for Scientists and Engineers: Numerical Methods, John Wiley & Sons, Inc., Hoboken, NJ, USA. doi: 10.1002/9780470126714.ch15

Publication History

  1. Published Online: 2 NOV 2006
  2. Published Print: 23 MAR 2007

ISBN Information

Print ISBN: 9780471387343

Online ISBN: 9780470126714

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CHAPTER TOOLS

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Keywords:

  • random numbers;
  • Monte Carlo method;
  • noise;
  • random distribution;
  • irregular polygon

Summary

This chapter contains sections titled:

  • Random Numbers in Excel

  • Monte Carlo Simulation

  • Monte Carlo Integration

  • Problems

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