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,

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