City UniversityFaculty of Actuarial Science and Statistics

Stochastic Modelling


Coursework for my section of the module.
I apologise for the early submission date: I have been told that all coursework must be marked by 5 July, so I cannot reasonably set the date any later. Electronic submission is acceptable, as long as the work reaches me by 30 June. Send it to

Instructions for simulating a four-state Markov chain are given in Section 5 of the instructions for the first lab session below. The extension to the case of a five-state chain should be clear.


Resources from previous years

Instructions for the first lab session.

First spreadsheet to download.

Instructions for the second lab session.

Second spreadsheet to download.