We’re looking for a talented UI Designer! DM @iamjiamingliu on Instagram

Discrete probability models. Review of discrete and continuous probability. Conditional expectations. Simulation techniques for random variables. Discrete time stochastic processes: random walks and Markov chains with applications to Monte Carlo simulation and mathematical finance. Introduction to Poisson process.

Prerequisites: Mathematics 4A or 4AI or 5A, Mathematics 8 or PSTAT 8, and PSTAT 120A. A minimum letter grade of C or better must be earned in each course.

4

Units

Optional

Grading

1, 2

Passtime

None

Level Limit

Letters and science

College
Unlocks PSTAT 170 PSTAT 176 PSTAT 276
These majors only finms actsc stsds stsap stats
PALANIAPPAN V
V. PALANIAPPAN
3.7
9 reviews
ILP 4107
W
15:00 PM - 15:50 PM
13 / 25

ILP 4107
W
16:00 PM - 16:50 PM
6 / 25

ILP 3310
W
17:00 PM - 17:50 PM
4 / 25

See All
Fall 2024 . Palaniappan V
HSSB 1173
M W
17:00 PM - 18:15 PM
Fall 2024 . Palaniappan V
BUCHN1920
M W
14:00 PM - 15:15 PM
See All
PSTAT 160A Palaniappan V Winter 2025 Total: 73
PSTAT 160A Palaniappan V Fall 2024 Total: 126
See All
9
3.7
pstat160a . Palaniappan V A Month Ago

PSTAT 160A is a very difficult and in some ways is a proof-heavy class and I think that Prof. Palanippan did a good job teaching and I was able to learn from his lecturing and also his slides that he posts with proofs on them. Grading was very fair and I thought the midterm and final weren't too difficult but others definitely think differently.

0 helpful 0 unhelpful
pstat160a . Palaniappan V A Month Ago

The first two lectures were daunting, as he went through ~60 slides each. After that it was toned down to 20 on average. He gave lots of examples (mostly from book though) and exercises (mostly from book). He is also a very nice guy and wanted his students to succeed.

0 helpful 0 unhelpful
pstat160a . Palaniappan V 3 Months Ago

very approachable professor and ensures that you learn for the sake of learning rather than for the grade. important to show up to lecture since he will sometimes give additional information on topics that won't be on the slides

0 helpful 0 unhelpful
pstat160a . Palaniappan V 3 Months Ago

Dr. Palaniappan cares about his students doing well. He does above and beyond the required content for 160A, but his tests, quizzes, and hw are reasonable. Attending TA OH is super helpful. He isn't helpful with hw in oh, but if you have conceptual questions he is great. His lectures do drone on a bit, but what he doesn't say is in the slides

0 helpful 0 unhelpful
pstat160a . Palaniappan V 4 Months Ago

curved a lots, he reads the slides but explain well. three quizzes can drop one. go to lecture and section then you will be fine.

0 helpful 0 unhelpful
pstat160a . Palaniappan V 4 Months Ago

He was generous with the grading, but didn't engage in any teaching during class, just reading slides. Even the TAs pointed out errors in his exam solutions. Still, if you're okay with that, you might be satisfied.

0 helpful 0 unhelpful
See all 9 reviews
See All
PSTAT 160A
75 / 75 Full
Applied Stochastic Processes
Tomoyuki Ichiba 3.8
M W
14:00 PM - 15:15 PM
38.0% A
PSTAT 160B
60 / 75 Enrolled
Applied Stochastic Processes
V. PALANIAPPAN 3.7
T R
18:30 PM - 19:45 PM
49.7% A
PSTAT 170
78 / 100 Enrolled
Introduction to Mathematical Finance
Tan Ying 4.7
T R
08:00 AM - 09:15 AM
33.3% A
PSTAT 171
9 / 100 Enrolled
Mathematics of Fixed Income Markets
Hal Pedersen 2.1
T R
08:00 AM - 09:15 AM
29.1% A
PSTAT 173
29 / 75 Enrolled
Risk Theory
Hal Pedersen 2.1
T R
12:30 PM - 13:45 PM
26.6% A
PSTAT 174
80 / 80 Full
Time Series
Tan Ying 4.7
T R
11:00 AM - 12:15 PM
50.0% A
PSTAT 175
44 / 75 Enrolled
Survival Analysis
Wang Y-D
M W
17:00 PM - 18:15 PM
41.0% A