Arthur Danjou

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Monte Carlo Methods Project

24 November 2024

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3min long

⚠️ Still in progress - A project to demonstrate the use of Monte Carlo methods in R.

This is the report for the Monte Carlo Methods Project. The project was done as part of the course Monte Carlo Methods at the Paris-Dauphine University. The goal was to implement different methods and algorithms using Monte Carlo methods in R.

Methods and algorithms implemented:

  • Plotting graphs of functions
  • Inverse c.d.f. Random Variation simulation
  • Accept-Reject Random Variation simulation
  • Random Variable simulation with stratification
  • Cumulative density function
  • Empirical Quantile Function

You can find the code here: Monte Carlo Project Code

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