Stochastic Simulation And Resampling Methods (2009-2010)

Academic Year of the Course: 
2009-2010
Course: 
EC204
Stochastic Simulation And Resampling Methods
Teaching staff: 
Schoier Gabriella
Course Outlines: 
The aim of the course is to introduce the concept of simulation and the Monte Carlo method. In the second part of the course two simulation methods are presented.
Contents: 
1.Introduzione alla simulazione 2.Generazione di numeri casuali 3.Il Metodo Monte Carlo e alcune sue applicazioni 4.I Metodi MCMC (cenni) 5.Introduzione ai metodi di ricampionamento 6. Il metodo Bootstrap 7. Il metodo Jackknife
Recommended Texts: 
Recommended texts will be suggested during the lectures.
Last update: 12-11-2013 - 16:28