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
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PALANIAPPAN V
V. PALANIAPPAN
3.7
9 reviews
ILP 3310
M
16:00 PM - 16:50 PM
25 / 25 Full

ILP 3211
M
17:00 PM - 17:50 PM
25 / 25 Full

ILP 3105
M
18:00 PM - 18:50 PM
10 / 25

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Summer 2025 . Palaniappan V
ELLSN2626
M T W R
08:00 AM - 09:05 AM
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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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

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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.

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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.

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