This course is available on the BSc in Actuarial Science and BSc in Mathematics, Statistics and Business. This course is available with permission as an outside option to students on other programmes where regulations permit. This course is not available to General Course students. Course capped at 60.?
This course is available on the BSc in Actuarial Science and BSc in Mathematics, Statistics and Business. This course is available with permission as an outside option to students on other programmes where regulations permit. This course is not available to General Course students. Course capped at 60.
This course will be delivered through a combination of classes, lectures, help and demonstration sessions totalling a minimum of 30 hours in the? Lent Term. This year, some of this teaching may be delivered through a combination of virtual classes and flipped-lectures delivered as short online videos.
Weekly exercises usually involving computing.
Introducing Monte Carlo methods with R (main reference), by G. Robert and G. Casella. Useful reading: Stochastic Simulation, Algorithms and Analysis by S. Asmussen. Monte Carlo Methods in Financial Engineering by P. Glasserman.
Project (40%) in the LT. Project (60%) in the ST.