The main reading material will be the detailed handouts distributed at the beginning of the course. Optionally, the following books might also be helpful:
- C. P. Robert and G. Casella, Introducing Monte Carlo Methods with R, Springer, 2010.
- S. M. Ross, Simulation, Academic press, 5th edition, 2013.
- R. W. Shonkwiler and F. Mendivil, Explorations in Monte Carlo Methods, Springer, 2009.
- S. E. Shreve, Stochastic Calculus for Finance I: The Binomial Asset Pricing Model, Springer, 2005.
**Course content, faculty and dates may be subject to change without prior notice