Simulation I Chapter 11
Statistics 507-Lecture 33
University of Calgary
December 2, 2013
Statistics 507-Lecture 33: Simulation I Chapter 11
University of Calgary
Simulation
Statistics 507-Lecture 33: Simulation I Chapter 11
University of Calgary
Pseudo Ra
Processes and Process
Variables
Chapter 3
Lecture 3
1
PROCESS
Operation or series of operations by
which a particular objective is
accomplished
Cause a physical or chemical change
in the substances
Input/Feed, Output/Product
Multiple stage Process sta
Introduction to
Chemical Engineering
CHE220
Lecture 1
1
Syllabus and Text
Syllabus as given in the course outline
Text: Elementary Principles of Chemical
Processes
Felder
and Rousseau
Perrys Handbook Youll need it sooner
or later
2
What is Chemical Engi
FLUID
A fluid has the ability to flow
It is very easily deformed by shear stresses
Fluids may be divided into:
(a) Liquid Free surfaces that take the shape of their
containers
(b) Gases Expand to completely fill their containers
Once deformed:
Fluid c
1
Population and Sample
) We gather information about only part of the group in order to draw
conclusions about the whole.
) The sample is the part from which we draw conclusions about the
whole.
) The population is the whole about which we draw conclusio
Department of Mathematics and Statistics (U of C)
STAT 507 (L01)-Applied Probability
QUIZ 2, Monday, December 2, 2013
Instructor: A. Swishchuk
Surname/Last Name
First Name
TUT # 1
50 Minutes, NO Aids
SHOW YOUR WORK IN THE SPACE PROVIDED. Good Luck!
4
1. S
AMAT481 Fall 2011
Intro to Mathematical Finance
Instructor: A. Swishchuk
Appendix: Introduction to Probability
Theory: Basics
Outline
Probability Spaces
Algebras, -Algebras, Filtration
Probabilites
Random Variables and Stochastic Processes
LLN and CL
Figure 1: Table of Normal Distribution
Department of Mathematics and Statistics (U of C)
STAT 507 (L01)-Applied Probability
FORMULA SHEET and TABLES
t
m(t x)f (x)dx.
m(t) = F (t) +
0
C E (0) = S(0)N (y1 ) XerT N (y2 ),
where
y1 =
and
ln(S(0)/X) + T (r + 2
TABLE OF LAPLACE TRANSFORM FORMULAS
L
1
L
1
s
a
L [sin at] = 2
s + a2
L
1
s2
s
s 2 + a2
L
1
s
= cos at
s 2 + a2
n!
n
L [t ] =
h
at
L e
i
sn+1
=
1
s
L [cos at] =
a
1
1
=
tn
n
s
(n 1)!
1
a
1
= eat
1
1
= sin at
2
+a
a
Dierentiation and integration
"
#
d
L
f
Department of Mathematics and Statistics (U of C)
STAT 507 Applied Probability
MIDTERM, Monday, November 4, 2013
Surname
Given names
50 Minutes, NO Aids, A Calculator is Allowed
SHOW YOUR WORK IN THE SPACE PROVIDED. GOOD LUCK!
1. Draw the diagram, specify
Outline
Generating Random Numbers
Restriction Method
Normal RVs
Hazard Rate Method
Simulation II Chapter 11
Statistics 507-Lecture 34
University of Calgary
December 4, 2013
Statistics 507-Lecture 34: Simulation II Chapter 11
University of Calgary
Outline
Some Formulae and Tables
Black-Scholes Formula for a European Call Option:
C(S, t) = S(t)N (d1 ) Eer(T t) N (d2 ),
where
log(S(t)/E) + (r + 2 /2)(T t)
,
T t
log(S(t)/E) + (r 2 /2)(T t)
d2 =
.
T t
and N (x) is the normal distribution function:
d1 =
1
N (
Department of Mathematics and Statistics (U of C)
STAT 507 Applied Probability
MIDTERM, Monday, November 3, 2014
Surname
Given names
50 Minutes, NO Aids, A Calculator is Allowed
SHOW YOUR WORK IN THE SPACE PROVIDED. GOOD LUCK!
1. Draw the diagram, specify