March 12: Lectures on Monte ¡­

March 12: Lectures on Monte Carlo programming for evaluating assets and liabilities, specifically programs for interest rate discounting (see section 2 in "integrating risk of different origin) and for asset risk (section 5). Some remarks on the capm model will be included. Exercises: 13.5.1,2,3,4,5,6,7,8,9.