AEM 6061

Last Updated

  • Schedule of Classes - January 5, 2026 3:59PM EST

AEM 6061
Risk Simulation and Monte Carlo Methods

Course information provided by the 2025-2026 Catalog.

Risk Simulation and Monte Carlo Methods deals with the concepts of randomness and risk in financial management, project analysis, capital budgeting, stock valuations, derivatives, and investment portfolios. The focus of the course is on applying realistic probability models through Monte Carlo simulation and optimization to a wide variety of relevant problems in investment, agriculture and other applications. In a addition to lectures, weekly seminars will This seminar will explore the development of Monte Carlo simulation from a historical point of view, examine in greater detail stochastic processes, and understand the basic structure of Ito processes and the stochastic calculus and how to employ these techniques in Monte Carlo simulations.


Prerequisites students should have a basic understanding of agricultural, corporate, or managerial finance.

Enrollment Priority Enrollment limited to: graduate students from any field.

Last 1 Terms Offered 2025SP

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Syllabi: none

  •   Regular Academic Session.  Combined with: AEM 4060

  • 3 Credits Graded

  • 12198 AEM 6061   LEC 001

  •  
    • MW Statler Hall 196
    • Jan 20 - May 5, 2026

    • Turvey, C

  • Instruction Mode: In Person

    This course uses Microsoft PC software. Apple users should be able to run Microsoft Excel in a Windows environment.