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.

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

4

Units

Optional

Grading

1, 2

Passtime

None

Level Limit

Letters and science

College
Unlocks PSTAT 176 PSTAT 276
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GRIGORIAN K
Karen GRIGORIAN
2.6
32 reviews
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Winter 2025 . Grigorian K
PSYCH1924
M W
17:00 PM - 18:15 PM
Winter 2024 . Mouti S
HSSB 1173
M W
17:00 PM - 18:15 PM
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PSTAT 160B Grigorian K Winter 2025 Total: 76
PSTAT 160B Grigorian K Fall 2024 Total: 86
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32
2.6
PSTAT160B . Grigorian K 2 Months Ago

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

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PSTAT160B . Grigorian K 2 Months Ago

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.

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PSTAT160B . Grigorian K 6 Months Ago

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

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PSTAT160B . Grigorian K 6 Months Ago

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.

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PSTAT160B . Grigorian K 6 Months Ago

Decent lecturer. But if you don't like abstract math, don't take the class, loves to make things theoretical and complicated. Also PARTICIPATION matters a lot - let students remove 1/3 of the final just for participating but you need to read the book before lecture to answer any of his impossible questions. Also lecture is mando for all the proofs

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PSTAT160B . Grigorian K 6 Months Ago

Confusing , unorganized lecture ,and heavy homework, taught material way beyond student's ability. he says if you don't participate and answer questions in class you can never get A. He says the MT will be similar to exam but it is much harder. Everything is random and unorganized

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PSTAT 160B
100 / 100 Full
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M W
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49.7% A
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14:00 PM - 15:15 PM
38.0% A
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72 / 75 Enrolled
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Palaniappan V
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38.0% A
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33.3% A
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101 / 100 Full
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29.1% A
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36 / 100 Enrolled
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T B A
T R
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29.1% A
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09:30 AM - 10:45 AM
26.6% A