Course syllabus and practicalities
Readings for the first three weeks of classes:
Chapters 1 to 3 from
EVANS, J.R. &
OLSON, D.L. Introduction to simulation
and risk analysis. 2nd edition. Prentice Hall 2002.
The stock price simulation on p. 89-91 is incorrectly done by Evans and Olson. We will discuss it later in detail.