Apr 30, 2024  
2019-2020 Academic Catalog 
    
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2019-2020 Academic Catalog [Published Catalog]

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DSCI 000/3411 - Monte Carlo Simulation (3 cr.)


Prerequisites
DSCI 1412  ,MACT 2132  and MACT 3211  

Description
This course is an introduction to fundamental tools in designing, conducting, and interpreting Monte Carlo simulations. Topics covered include Random number generation; Simulation from continuous distributions, Simulation from continuous distributions, Bootstrap and Jacknife; Simulation of Brownian motion; Markov Chain Monte Carlo. The course includes an applied project (a thorough application of simulation to real-world problems such as finance, statistics) using computer programming language such as R or Python).


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