IE 515

fall 2011
 
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.

Closed
Section Status Closed
Open
Section Status Open
Pending
Section Status Pending
Open (Restricted)
Section Status Open (Restricted)
Unknown
Section Status Unknown
Detail Status CRN Type Section Time Day Location Instructor