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:
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
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 Handboo
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 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.
) Th
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
AMAT481 Fall 2011
Intro to Mathematical Finance
Instructor: A. Swishchuk
Appendix: Introduction to Probability
Theory: Basics
Outline
Probability Spaces
Algebras, -Algebras, Filtration
Probabilites
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 (
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
=
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
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:
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
an
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