Lecture notes & Assignments:
- All assignments given so far
- Lecture Notes (very short)
- IS Asian option simulation (lecture 12.4.)
- antit. Variates for inventory simulation ( no variance reduction is reached) (lecture 5.4.)
- IS for inventory simulation (lecture 5.4.)
- rcommands of IS (lecture 3.4.)
- rcommands of IS (lecture 29.3.)
- Explanation of IS (lecture 29.3)
- rcommands for controllvariate
- rcommands for solutions16.17.txt
- paper on optionpricing by simulation
- rcommands_optionpricing.txt
- logreturndistr_of_realstocks.txt
- ny.zip stock data of New-York Stock exchange
- financesimul.txt
- Handout on finance 8.3.
- goftestsinr.text
- inventory-rcode.txt
- 1stMCsimul.txt
- 1st_introduction_to_r.txt
- Course Outline IE510
- Download of R-2.3.1 for Windows (~30 MB)