MONTE CARLO SIMULATION METHODS

Section

Professor

Perwez Shahabuddin

Survey Results

39 of 52 students responded

Instructor: Organization and Preparation4.1
Instructor: Classroom Delivery3.23
Instructor: Approachability4.08
Instructor: Overall Quality3.79
Course: Amount Learned3.72
Course: Appropriateness of Workload3.51
Course: Fairness of Grading Process3.62
Course: Quality of Text3.54
Course: Overall Quality3.74

Course Information

Prerequisite: IEOR E4106 or the equivalent. Multivariate random number generation, bootstrapping, Monte Carlo simulation, efficiency improvement techniques. Simulation output analysis, Markov-chain Monte Carlo. Applications to financial engineering. Introduction to financial engineering simulation software and exposure to modeling with real financial data.

Department: Industrial Engineering and Operations Research(IEOR)

Subject: Industrial Engineering and Operations Research(IEOR)

School: Fu Foundation School of Engineering and Applied Science

Division: School of Engineering and Applied Science: Graduate

Course ID: 4703