Computer Science 3352
Simulation Theory

Jeffrey D. Oldham

2000 May 10

Handouts

1.

Syllabus: HTML, PostScript, PDF.

2.

Source Code Associated with Textbook: tgz file. Extract using ``tar xzvf all.tgz'', zip file. Extract using ``pkunzip all''.

3.

Homework 1:

(a)

Assignment: HTML, PostScript, PDF.

(b)

Solutions: HTML, PostScript, PDF.

Lectures

1.

First day: HTML, PostScript, PDF.

2.

Monte Carlo: HTML, PostScript, PDF (bug fix: 2000Feb02).

3.

Histogram Programs: discrete histograms, continuous histograms.

Financial Return Information

1.

Bulletin Board

2.

Scott Schaefer's Matrix Summary: HTML, PostScript, PDF.

3.

Financial Project Specification: HTML, PostScript, PDF.

4.

Possible Class Outline for Financial Project.

5.

Historical Return Data: tgz File and zip File.

6.

Financial Engine Code and a Script to run simulations.

7.

Financial Project Experiments: HTML, PostScript, PDF.

8.

Instructions for Running Experiments: HTML, PostScript, PDF.

9.

WWW Version of the Financial Engine.

10.

Current Paper Version: PostScript, PDF.

Other Information

1.

Office Hours: HTML, PostScript, PDF.

2.

Xemacs Tips: HTML, PostScript, PDF.