Course Details
Country:
Netherlands
Institution:
Free University of Amsterdam
Course Title:
Advanced Simulation for Finance, Economics and Business
Course Number:
E_EOR3_ASFEB
Course Description:
This course gives a treatment of the important aspects of advanced Monte Carlo simulation and its applications in areas such as inventory control, project planning, reliability, risk analysis, multi-agent models, and financial models. The emphasis is on modeling the stochastic dynamic system as a discrete event system, and analyzing and improving its performance by means of discrete event simulation. The topics covered include generating random numbers, output analysis, design of experiments, stochastic optimization, Markov chain modelling, opinion dynamics, stochastic diffusion models, and option pricing.
Language:
English
Approved Equivalent:
Pending For Approval
Attachment Files:
Studyguide (7)_7.pdf
