Simulation Techniques
Simulation Techniques

Author: Floyd M. Gardner

Publisher: Wiley-Interscience

Published: 1996-10-10

Total Pages: 0

ISBN-13: 9780471519645

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The design of communication systems has grown too complicated for the traditional design tools--mathematical analysis and laboratory breadboards. Enter the computer simulation, a powerful and versatile tool that is becoming essential for anyone who designs signal transmission or storage systems. This volume explains in detail how to use simulation programs as a software breadboard to analyze and evaluate the performance of data communications links. It describes the engineering principles of signal transmission and its simulation, explores programming issues, and provides a comprehensive reference for models of signal processes. The book clearly demonstrates how simulation techniques can be used to: * Create valid models of signal processes * Provide exibility through the use of modules * Simulate various elements of communications systems, from filters and modulators to test instruments * Explore alternative models for a given system * Circumvent the mathematical intractability of modern transmission links * Plan and construct a computer model in a matter of hours or days, versus the weeks or months needed for laboratory breadboards * Make parameter changes in minutes once a link has been modeled * Provide engineers and students with complete training on the elements of simulation A must have for designers, practicing engineers, and graduate students, this volume presents real-world techniques that can be used with the authors' ST?DT program (a companion work also published by Wiley), or independently with other commercially available simulators.

Simulation Techniques in Financial Risk Management
Simulation Techniques in Financial Risk Management

Author: Ngai Hang Chan

Publisher: John Wiley & Sons

Published: 2015-04-13

Total Pages: 228

ISBN-13: 1118735935

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Praise for the First Edition “…a nice, self-contained introduction to simulation and computational techniques in finance…” – Mathematical Reviews Simulation Techniques in Financial Risk Management, Second Edition takes a unique approach to the field of simulations by focusing on techniques necessary in the fields of finance and risk management. Thoroughly updated, the new edition expands on several key topics in these areas and presents many of the recent innovations in simulations and risk management, such as advanced option pricing models beyond the Black–Scholes paradigm, interest rate models, MCMC methods including stochastic volatility models simulations, model assets and model-free properties, jump diffusion, and state space modeling. The Second Edition also features: Updates to primary software used throughout the book, Microsoft Office® Excel® VBA New topical coverage on multiple assets, model-free properties, and related models More than 300 exercises at the end of each chapter, with select answers in the appendix, to help readers apply new concepts and test their understanding Extensive use of examples to illustrate how to use simulation techniques in risk management Practical case studies, such as the pricing of exotic options; simulations of Greeks in hedging; and the use of Bayesian ideas to assess the impact of jumps, so readers can reproduce the results of the studies A related website with additional solutions to problems within the book as well as Excel VBA and S-Plus computer code for many of the examples within the book Simulation Techniques in Financial Risk Management, Second Edition is an invaluable resource for risk managers in the financial and actuarial industries as well as a useful reference for readers interested in learning how to better gauge risk and make more informed decisions. The book is also ideal for upper-undergraduate and graduate-level courses in simulation and risk management.

Handbook of Simulation
Handbook of Simulation

Author: Jerry Banks

Publisher: John Wiley & Sons

Published: 1998-09-14

Total Pages: 868

ISBN-13: 9780471134039

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Dieses Buch ist eine unschätzbare Informationsquelle für alle Ingenieure, Designer, Manager und Techniker bei Entwicklung, Studium und Anwendung einer großen Vielzahl von Simulationstechniken. Es vereint die Arbeit internationaler Simulationsexperten aus Industrie und Forschung. Alle Aspekte der Simulation werden in diesem umfangreichen Nachschlagewerk abgedeckt. Der Leser wird vertraut gemacht mit den verschiedenen Techniken von Industriesimulationen sowie mit Einsatz, Anwendungen und Entwicklungen. Neueste Fortschritte wie z.B. objektorientierte Programmierung werden ebenso behandelt wie Richtlinien für den erfolgreichen Umgang mit simulationsgestützten Prozessen. Auch gibt es eine Liste mit den wichtigsten Vertriebs- und Zulieferadressen. (10/98)

Simulation Techniques for Applied Dynamics
Simulation Techniques for Applied Dynamics

Author: Martin Arnold

Publisher: Springer Science & Business Media

Published: 2009-06-15

Total Pages: 382

ISBN-13: 3211895485

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The coupling of models from different physical domains and the efficient and reliable simulation of multidisciplinary problems in engineering applications are important topics for various fields of engineering, in simulation technology and in the development and analysis of numerical solvers. The volume presents advanced modelling and simulation techniques for the dynamical analysis of coupled engineering systems consisting of mechanical, electrical, hydraulic and biological components as well as control devices often based on computer hardware and software. The book starts with some basics in multibody dynamics and in port-based modelling and focuses on the modelling and simulation of heterogeneous systems with special emphasis on robust and efficient numerical solution techniques and on a variety of applied problems including case studies of co-simulation in industrial applications, methods and problems of model based controller design and real-time application.

Monte Carlo Simulation and Resampling Methods for Social Science
Monte Carlo Simulation and Resampling Methods for Social Science

Author: Thomas M. Carsey

Publisher: SAGE Publications

Published: 2013-08-05

Total Pages: 304

ISBN-13: 1483324923

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Taking the topics of a quantitative methodology course and illustrating them through Monte Carlo simulation, this book examines abstract principles, such as bias, efficiency, and measures of uncertainty in an intuitive, visual way. Instead of thinking in the abstract about what would happen to a particular estimator "in repeated samples," the book uses simulation to actually create those repeated samples and summarize the results. The book includes basic examples appropriate for readers learning the material for the first time, as well as more advanced examples that a researcher might use to evaluate an estimator he or she was using in an actual research project. The book also covers a wide range of topics related to Monte Carlo simulation, such as resampling methods, simulations of substantive theory, simulation of quantities of interest (QI) from model results, and cross-validation. Complete R code from all examples is provided so readers can replicate every analysis presented using R.

System Simulation Techniques with MATLAB and Simulink
System Simulation Techniques with MATLAB and Simulink

Author: Dingy¿ Xue

Publisher: John Wiley & Sons

Published: 2013-09-16

Total Pages: 500

ISBN-13: 1118694376

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System Simulation Techniques with MATLAB and Simulink comprehensively explains how to use MATLAB and Simulink to perform dynamic systems simulation tasks for engineering and non-engineering applications. This book begins with covering the fundamentals of MATLAB programming and applications, and the solutions to different mathematical problems in simulation. The fundamentals of Simulink modelling and simulation are then presented, followed by coverage of intermediate level modelling skills and more advanced techniques in Simulink modelling and applications. Finally the modelling and simulation of engineering and non-engineering systems are presented. The areas covered include electrical, electronic systems, mechanical systems, pharmacokinetic systems, video and image processing systems and discrete event systems. Hardware-in-the-loop simulation and real-time application are also discussed. Key features: Progressive building of simulation skills using Simulink, from basics through to advanced levels, with illustrations and examples Wide coverage of simulation topics of applications from engineering to non-engineering systems Dedicated chapter on hardware-in-the-loop simulation and real time control End of chapter exercises A companion website hosting a solution manual and powerpoint slides System Simulation Techniques with MATLAB and Simulink is a suitable textbook for senior undergraduate/postgraduate courses covering modelling and simulation, and is also an ideal reference for researchers and practitioners in industry.

Advanced Simulation-Based Methods for Optimal Stopping and Control
Advanced Simulation-Based Methods for Optimal Stopping and Control

Author: Denis Belomestny

Publisher: Springer

Published: 2018-01-31

Total Pages: 366

ISBN-13: 1137033517

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This is an advanced guide to optimal stopping and control, focusing on advanced Monte Carlo simulation and its application to finance. Written for quantitative finance practitioners and researchers in academia, the book looks at the classical simulation based algorithms before introducing some of the new, cutting edge approaches under development.