Week 1-3 R language review and basic programming training

Week 4-5 Random numbers and Monte Carlo methods

Week 6-7 Generating discrete/continuous random variables

Week 8 Midterm

Week 9 The multivariate normal distribution

Week 10-11 Statistical analysis of simulated data

Week 12-13 Variance reduction techniques

Week 14-15 Statistical validation techniques

Week 16 Final exam

Homework 15%

Programming practice 35%

Midterm exam 25%

Final exam 25%

Simulation (5th edition) by Sheldon M. Ross