IE 515

Fall 2011 All Classes

All Classes

Stochastic Simulation

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.