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Stochastic Simulation (B60.4319)

• This doctorate level course discusses methodologies for stochastic simulation. The aim is to create familiarities with different theoretical concepts of simulation through various types of applications ranging from queueing systems to financial engineering.

 

·         Instructor:  Victor F. Araman

                        KMC 8-74. Tel: x 8 4017

                        Email: varaman@stern.nyu.edu

                        

• The class will meet on Thursdays in KMC 5-90 from 1:00 - 4:00pm.

 

Handouts	File (pdf)	Handouts	File (pdf)
Syllabus	Syll
Reference	Ref

 

Homeworks	File (pdf)
HW1	HW1
HW2	HW2
HW3 & 4	HW3 & 4
HW5	HW5

        

• The grade will be based on HWs (40%), Paper presentation (20%) and Final (40%).