Lecture 2022-1 (11): Numerical Methods: Random Number Generation 1: Pseudo Random Numbers
Channel: finmath
Date: 24/05/2022

Lecture 2022-1: Session 11: Numerical Methods for Mathematical Finance: Random Number Generation 1: Pseudo Random Numbers

- Pseudo Random Numbers
- Linear Congruential Generators
- Mersenne Twister
- From Random Integer to Random Floating Point Number
- Period
- Seed