Técnicas de Simulação em Gestão do Risco

At the end of this course the student will have acquired the knowledge, skills and competences that will allow them to:

Learn introductory concepts related to simulation;

Understand the difference between discrete-time and continuous-time simulation;

Understand what PRN pseudo random number generation methods can be used, as well as the advantages and disadvantages of each;

Use either the Excel Visual Basic module or the R Cran to solve case studies;

Build simulation modules to plan experiments and perform their statistical analysis of results;

Solve multiple simulation case studies in risk management.

This course will also provide the foundations to develop expertise in the areas of Actuarial Studies and Finance.