Stochastic Simulation

Course Unit Catalogue
  • Programme: RealMaths
  • ECTS Credits: 10
  • Semester: 2
  • Year: 2
  • Campus: Leibniz University Hannover
  • Language: English
  • Delivery: In-class
  • Content:
    • Generating Random Numbers and Random Variables
    • Generating Sample Paths
    • Variance Reduction Techniques
    • Quasi-Monte Carlo
    • Discretization Methods
    • Estimating Sensitivities
    • Markov Chain Monte Carlo
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