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  • PSTAT 160B

    • Applied Stochastic Processes . PSTAT 160B

    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.

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    Prerequisites: PSTAT 120B and PSTAT 160A, both a grade of C or better

    4

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    1, 2

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    Letters and science

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    Instructors
    GRIGORIAN K
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    Lecture
    BUCHN1920
    M W
    17:00 PM - 18:15 PM
    92 / 125
    Sections
    GIRV 2120
    F
    09:00 AM - 09:50 AM
    6 / 25
    GIRV 2115
    F
    10:00 AM - 10:50 AM
    21 / 25
    GIRV 2115
    F
    11:00 AM - 11:50 AM
    25 / 25 Full
    GIRV 2112
    F
    12:00 PM - 12:50 PM
    20 / 25
    SH 1609
    F
    13:00 PM - 13:50 PM
    20 / 25
    Enrollment Trends
    Past Enrollment Trends (2)
    Winter 2024 . Mouti S
    HSSB 1173
    M W
    17:00 PM - 18:15 PM
    Spring 2024 . Zhu Zimu
    NH 1006
    T R
    17:00 PM - 18:15 PM
    Grading Trends (29)
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    PSTAT 160B Mouti S Fall 2023 Total: 42
    PSTAT 160B Mouti S Summer 2023 Total: 6
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