Monte Carlo Methods

Lecturer
Dr. Larisa Yaroslavtseva

Teaching Assistant
Matthias Weber

Information

Please visit Moodle for all information regarding this course. It is mandatory to register for this course via Moodle.

Contents

This lecture will cover the following topics:

  • Generation of random numbers
  • Direct simulation method
  • Simulation of distributions
  • Variance reduction
  • Markov chain Monte Carlo
  • Numerical integration

Further information

For details, visit Moodle.

Intented Audience

Master students in Mathematics and Mathematical Economics, Mathematical Biometrics

Kontakt

Dozent

Dr. Larisa Yaroslavtseva

E-Mail

Übungsleiter

Matthias Weber

E-mail