Continuous models. Continuous time stochastic processes: Poisson process, Markov chains, Renewal process, Brownian motion, including simulation of these processes. Applications to Black-Scholes model, insurance and ruin problems and related topics.
4
UnitsOptional
Grading1, 2
PasstimeNone
Level LimitLetters and science
College10+ hours of hw each week, last-minute midterm project idea change, mystries bonus point to face he recognize, randomly use the last 10 mintes of class to cover some ph.D. level topics:) Yah, he might not be the best professor you take, but the cheapist(maybe not) and most nearest-to-your-dorm(100%) 1rcus porformer in your boring 4-year service.
this prof cheeks
Really kind professor. He's a fair grader, and make sure you attend class (even if you don't participate) so that he knows who you are. Clear grading criteria, lots of opportunities for extra points and reduce the weight of your midterm and final by doing optional projects
Dr. Grigorian is super engaging, time flies in lecture. The lecture material is really difficult, impossible to understand in lecture and incredibly difficult to understand after, but the exams are easier and more comparative to textbook material. He randomly takes attendance and also grades on participation. Textbook is a must to read.
Good lecturer, very passionate about the subject. Can get bogged down in theoretical concepts, but very fair on how he tests them. Midterm was challenging so gave lots of bonus opportunities and an easy final, gives extra credit to people who participate in class - sit in the front so he know you! Lectures genuinely needed to do well butinteresting
Homework takes forever, class only covers proofs and unrelated content. Loves to bring in super high-level concepts and introduce you to tons of new notation when it's not necessary. Gives lots of bonuses to people who participate in class but you need to already know his concepts to answer any of the questions, basically an abstract math class.