COURSES TAUGHT AT IMM:
 Stochastic processes
 To learn to formulate and analyse relatively simple dynamic probabilistic models. (Especially) To be acquainted with some models of this type which have proved practically usable.
 Stochastic simulation

Numerical simulation is used for solving problems which are so complex that a theoretical model of the system cannot be solved by analytical methods. The goal is to enable the student to formulate a model of a reallife problem, implement and validate this model on a computer, and perform experiments with the computer model. Emphasis is put upon models involving stochastic elements, which are simulated by socalled Monte Carlo methods.
