Monte Carlo Methods Project

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