Søren Asmussen: teaching


Fall 04, second quarter
Simulation
Eva Vedel Jensen taught the first quarter.
sim12.ps sim12.pdf
sim13.ps sim13.pdf
sim14.ps sim14.pdf


Fall 01
MAS203
Book: Gut, An Intermediate Course in Probability

Spring 01
Probability course for PhD students
Started March 21.
Book: Shiryaev, Probability, 2nd ed. Springer 1996
Supplementary material


Fall 00
Markov chains for engineers fms041


Spring 00
Stochastic calculus
Book: Durrett, Stochastic Calculus, CRC 1996 Supplementary material


Fall 99
Markov chains for engineers


Spring 99
Insurance mathematics
Book: Sundt, An Introduction to Non-Life Insurance (3rd ed), VVW
Supplementary notes on Life Insurance