• Courses
  • PSTAT
  • 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.

    Prerequisites: MATH 4B, PSTAT 120B, and PSTAT 160A with 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
    These majors only finms actsc stsds stsap stats
    Instructors
    T B A
    No info found
    Lecture
    PSYCH1924
    M W
    11:00 AM - 12:15 PM
    0 / 100
    Sections
    ILP 3209
    T
    15:00 PM - 15:50 PM
    0 / 25
    GIRV 1119
    T
    14:00 PM - 14:50 PM
    0 / 25
    ILP 3209
    T
    18:00 PM - 18:50 PM
    0 / 25
    GIRV 1112
    T
    16:00 PM - 16:50 PM
    0 / 25
    Enrollment Trends
    Past Enrollment Trends (11)
    See All
    Summer 2026 . T B A
    PHELP1508
    M T W R
    09:30 AM - 10:35 AM
    Winter 2024 . Mouti S
    HSSB 1173
    M W
    17:00 PM - 18:15 PM
    Grading Trends (37)
    See All
    PSTAT 160B Grigorian K Winter 2026 Total: 111
    PSTAT 160B Palaniappan V Fall 2025 Total: 56
    You Might Also Like
    PSTAT 160A
    0 / 150 Enrolled
    Applied Stochastic Processes
    Ruimeng Hu 4.5
    M W
    11:00 AM - 12:15 PM
    PSTAT 170
    0 / 100 Enrolled
    Introduction to Mathematical Finance
    Michael Ludkovski 3.0
    T R
    12:30 PM - 13:45 PM
    PSTAT 171
    0 / 100 Enrolled
    Mathematics of Fixed Income Markets
    Hal Pedersen 2.1
    T R
    08:00 AM - 09:15 AM
    PSTAT 173
    0 / 75 Enrolled
    Risk Theory
    Hal Pedersen 2.1
    T R
    11:00 AM - 12:15 PM
    PSTATW 174
    0 / 120 Enrolled
    Time Series
    T B A
    Async online
    PSTAT 175
    0 / 100 Enrolled
    Survival Analysis
    Zhang T
    T R
    08:00 AM - 09:15 AM