1 Simulation of random variables
2 The Monte Carlo method and applications to option pricing
3 Variance reduction
4 The Quasi-Monte Carlo method
5 Optimal Quantization methods I: cubatures
6 Stochastic approximation with applications to finance
7 Discretization scheme(s) of a Brownian diffusion
8 The diffusion bridge method: application to path-dependent options (II)
9 Biased Monte Carlo simulation, Multilevel paradigm
10 Back to sensitivity computation
11 Optimal stopping, Multi-asset American/Bermuda Options
12 Miscellany.