Baruch College Department of Mathematics | MTH 4135 – Computational Methods in Probability

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MTH 4135 – Computational Methods in Probability

This course is an introduction to the numerical techniques of Monte Carlo simulation and recursion in applications where randomness occurs. Topics include: random number generators; generating discrete and continuous random variables; simulating systems with randomness; variance reduction techniques; optimization via recursion. Applications will be drawn from finance, insurance, and various other business settings.

 

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