5 ECTS; 1º Ano, 1º Semestre, 41,0 TP
Lecturer
- Ricardo Jorge Viegas Covas
Prerequisites
Objectives
Program
Evaluation Methodology
Bibliography
- Glasserman, P. (2003). Monte Carlo Methods in Financial Engineering (Stochastic Modelling and Applied Probability). Springer: Springer
- Gama, S. e Pedrosa, A. (2007). Introdução Computacional à Probabilidade e Estatística. Lisboa: Porto Editora
- Holloway, C. (1979). Decision Making Under Uncertainty: Models and Choices. Prentice - Hall: Prentice - Hall
Teaching Method
Software used in class
