IE 515

Fall 2011 All Classes

All Classes

Credit: 4 hours.

Random variable generation; sample path generation; variance reduction; simulation optimization; introduction to Sequential Monte Carlo and MCMC; applications in finance.

Prerequisite: IE 410 and STAT 410.

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IE 515 class schedule data for fall 2011
CRN Type Section Time Day Location Instructor Section Details
58853
Lecture-Discussion
E
1:30PM -2:50PM
MW
Transportation Building
Zhou, E
Part of Term:
1
Date Range:
08/22/11-12/07/11
Section Info:
This course was formerly IE 598 EZ, Monte Carlo Methods.
Restriction(s):
Not intended for Undergrad - Urbana-Champaign.
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