MA647
Monte Carlo and Simulation Methods
Winter 2019
Topics
- Random and quasi-random simulation
- sampling algorithms
- variance reduction and importance sampling
- stochastic and numerical applications
- possible parallel methods.
Readings
- Simulation — Sheldon M. Ross, 5th edition (2013).
Sources
- Course catalogue ↗2026–2027
- Official archived course-outline summary; full course outline and additional materials are referenced on MyLearningSpace. Textbook lists are term-specific, not current purchasing advice.