scholarly journals Pricing Callable Bonds Based on Monte Carlo Simulation Techniques

2012 ◽  
Vol 03 (02) ◽  
pp. 121-125
Author(s):  
Deng Ding ◽  
Qi Fu ◽  
Jacky So
Keyword(s):  
Monte Carlo Simulation ◽  
Monte Carlo ◽  
Callable Bonds ◽  
Simulation Techniques

scholarly journals Practical Risk Assessment of Ground Vibrations Resulting from Blasting, Using Gene Expression Programming and Monte Carlo Simulation Techniques

2020 ◽  
Vol 10 (2) ◽  
pp. 472 ◽  
Author(s):  
Amir Mahdiyar ◽  
Danial Jahed Armaghani ◽  
Mohammadreza Koopialipoor ◽  
Ahmadreza Hedayat ◽  
Arham Abdullah ◽  
...  
Keyword(s):  
Gene Expression ◽  
Monte Carlo Simulation ◽  
Monte Carlo ◽  
Gene Expression Programming ◽  
Sensitivity Analyses ◽  
Accurate Estimation ◽  
Blasting Operation ◽  
Simulation Techniques ◽  
Input Variables ◽  
The Impact

Peak particle velocity (PPV) is a critical parameter for the evaluation of the impact of blasting operations on nearby structures and buildings. Accurate estimation of the amount of PPV resulting from a blasting operation and its comparison with the allowable ranges is an integral part of blasting design. In this study, four quarry sites in Malaysia were considered, and the PPV was simulated using gene expression programming (GEP) and Monte Carlo simulation techniques. Data from 149 blasting operations were gathered, and as a result of this study, a PPV predictive model was developed using GEP to be used in the simulation. In order to ensure that all of the combinations of input variables were considered, 10,000 iterations were performed, considering the correlations among the input variables. The simulation results demonstrate that the minimum and maximum PPV amounts were 1.13 mm/s and 34.58 mm/s, respectively. Two types of sensitivity analyses were performed to determine the sensitivity of the PPV results based on the effective variables. In addition, this study proposes a method specific to the four case studies, and presents an approach which could be readily applied to similar applications with different conditions.

Solvation of poly(methyl acrylate) and poly(vinyl acetate) by CO2 studied via atomistic Monte Carlo simulation techniques

e-Polymers ◽  
2004 ◽  
Vol 4 (1) ◽  
Author(s):  
Sabine Beuermann ◽  
Michael Buback ◽  
Marco Drache ◽  
Dorit Nelke ◽  
Gudrun Schmidt-Naake
Keyword(s):  
Monte Carlo Simulation ◽  
Monte Carlo ◽  
Vinyl Acetate ◽  
Methyl Acrylate ◽  
Polymer Chains ◽  
Phase Behaviour ◽  
Specific Interactions ◽  
Model Compounds ◽  
Simulation Techniques ◽  
Solvent Environment

Abstract The differences in solubility of poly(vinyl acetate) (PVAc) and poly(methyl acrylate) (PMA) were addressed by applying atomistic Monte Carlo simulation techniques. Polymer segments consisting of nine monomer units serve as model compounds for polymer chains. As a measure of intermolecular interactions with the solvent environment, cohesion energies of the polymer segments embedded in either the corresponding monomer or in CO2 were calculated. Only in case of PMA segments in CO2 environment, specific interactions between polymer segments were identified. This finding is in agreement with experimental results on phase behaviour and propagation kinetics.

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