Welcome to Stochastic Simulation#

This is an online companion to our lecture notes, which features extra explanations and code. Here we aim at reproduce almost every example in terms of implementation and results.

The lecture notes are available here. Note that the lecture notes will be different than last year, so please do not use the old notes.

Please note that this is a work in progress. If you find any errors, please let me know.

Table of Contents#