STAT 906 FALL 2005
Don L. Mcleish
Computer Intensive Methods For Stochastic Models in Finance
COURSE SLIDES (2005)
Slides 1-56
COURSE SLIDES (2004)
Slides 101-150
slides 151-200
slides 200-250
slides 250-275
low discrepancy sequences
slides 276-379 (some revision may be necessary)
past presentations
presentations, Nov 10, Nov 17
Final Project Presentation schedule
COURSE NOTES FALL 2004
Newer version, Chapters
1-6
PROJECTS
Project
topics, past and suggested
Some Problems
MATLAB FUNCTIONS
callopt callopt2 norminv
blsprice gamrnd gaminv
gamcdf stratified
control
GG importance
corput
halton