MTH 4135 - Methods of Monte Carlo Simulation

Institution:

CUNY Bernard M Baruch College

Subject:

Description:

4 hours; 3 credits This course will introduce the student to the basic tech - niques of simulating randomized systems via computer. Topics include generating discrete and continuous random variables, simulating general Markov chains, variance reduction techniques, and statistical analysis of simulation output. Applications will be drawn from finance, actuarial science, natural sciences, and queuing theory. Prerequisites: MTH 3300 and 4120, or departmental permission.

Credits:

4.00

Credit Hours:

Prerequisites:

Corequisites:

Exclusions:

Level:

Instructional Type:

Lecture

Notes:

Additional Information:

Historical Version(s):

Institution Website:

www.baruch.cuny.edu

Phone Number:

(646) 312-1000

Regional Accreditation:

Middle States Association of Colleges and Schools

Calendar System:

Semester

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