Lecture Notes
Session Three
Description:
Lecture presentation on modeling uncertainty, generating random numbers from various distributions (normal, lognormal, etc.), generating and understanding random variables that evolve through time (stochastic processes), geometric Brownian motion, mean reversion, and S-curves.
Resource Type:
Lecture Notes
pdf
227 kB
Session Three
Course Info
Instructors
As Taught In
Fall
2009
Level
Learning Resource Types
assignment
Problem Sets
notes
Lecture Notes
