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
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ILP 4209
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08:00 AM - 08:50 AM
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ILP 4103
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14:00 PM - 14:50 PM
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ILP 3312
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15:00 PM - 15:50 PM
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GIRV 2116
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13:00 PM - 13:50 PM
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HSSB 1173
M W
08:00 AM - 09:15 AM
Winter 2025 . Tan Ying
BUCHN1940
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11:00 AM - 12:15 PM
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PSTAT 160A Tan Ying Winter 2025 Total: 144
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PSTAT 160B
108 / 108 Full
Applied Stochastic Processes
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17:00 PM - 18:15 PM
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PSTAT 170
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Introduction to Mathematical Finance
Tan Ying
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11:00 AM - 12:15 PM
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PSTAT 170
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Introduction to Mathematical Finance
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18:30 PM - 19:45 PM
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PSTAT 171
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Mathematics of Fixed Income Markets
Saad Mouti 2.4
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PSTAT 172B
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Actuarial Statistics II
Hal Pedersen 2.1
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09:30 AM - 10:45 AM
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PSTAT 174
100 / 100 Full
Time Series
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