one of known methods for measuring, forecasting and managing risk is value at risk, which recently has been used by financial institutions extensively. value at risk (var) is a method for recognizing and evaluating risk and uses standard statistical techniques that have daily using in other contexts. this research is seeking a career for managing investment risk in stock exchange and selection ...

This paper proposes a hybrid method to find cumulative distribution function (CDF) of completion time of GERT-type networks (GTN) which have no loop and have only exclusive-or nodes. Proposed method is cre-ated by combining an analytical transformation with Gaussian quadrature formula. Also the combined crude Monte Carlo simulation and combined conditional Monte Carlo simulation are developed a...

Kinetic Monte Carlo simulation was applied to investigation of kinetics and mechanism of oxalic acid degradation by direct and heterogeneous catalytic ozonation. La-containing perovskites including LaFeO3, LaNiO3, LaCoO3 and LaMnO3 was studied as catalyst for oxalic acid ozonation. The reaction kinetic mechanisms of each abovementioned catalytic systems has been achieved. The rate constants val...

abstract background: accurate methods of radiation therapy dose calculation. there are different monte carlo codesfor simulation of photons, electrons and the coupled transport of electrons and photons. mcnpis a general purpose monte carlo code that can be used for electron, photon and coupledphoton-electron transport.monte carlo simulation of radiation transport is considered to be one of the ...

monte carlo simulation is a standard technique for project risk analysis. however, some assumptions of this technique are not reasonable in real world. when a project falls behind the schedule, managers take actions to improve the performance. nevertheless, most of the simulation models as monte carlo omit these reactions in their analysis, which results in unreasonable wide distributions or ev...

In this paper, the pricing of a European call option on the underlying asset is performed by using a Monte Carlo method, one of the powerful simulation methods, where the price development of the asset is simulated and value of the claim is computed in terms of an expected value. The proposed approach, applied in Monte Carlo simulation, is based on the Black-Scholes equation which generally def...

background: for an effective treatment planning in brachytherapy, it is necessary to know the accurate source dosimetric information such as air kerma strength, exposure rate constant, dose rate constant and redial dose distribution. the usual method to determine these factors is thermo luminescent dosimeter (tld) dosimetry. nowadays, another more accurate method is known to be the monte carlo ...

background: two protocols of aapm tg-51 and iaea trs-398 were compared followed by a measurement and monte carlo simulation of beam quality correction factor, kq, aapm tg-51 and iaea trs-398 protocols were compared for the absorbed dose to water for dw, and kq parameters. materials and methods: dose measurements by either protocols were performed with cylindrical and plane parallel chambers for...