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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TAN YING
Tan Ying
4.7
6 reviews
GIRV 2129
T
16:00 PM - 16:50 PM
0 / 25

ILP 3103
T
17:00 PM - 17:50 PM
0 / 25

ILP 4107
W
11:00 AM - 11:50 AM
0 / 25

ILP 3314
W
12:00 PM - 12:50 PM
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ILP 3312
W
13:00 PM - 13:50 PM
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Winter 2024 . Tan Ying
HSSB 1173
M W
08:00 AM - 09:15 AM
Spring 2024 . Tan Ying
BUCHN1930
M W
08:00 AM - 09:15 AM
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PSTAT 160A Tan Ying Spring 2025 Total: 132
PSTAT 160A Tan Ying Winter 2025 Total: 144
6
4.7
PSTAT170 . Tan Ying 1 Year, 2 Months Ago

Best PSTAT professor I've ever met !!!

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PSTAT170 . Tan Ying 1 Year, 2 Months Ago

Her tests are content she teaches in lecture. She doesn't purposely make it much harder like how some other professors do.

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PSTAT170 . Tan Ying 1 Year, 4 Months Ago

Easy course if you follow her lecture!

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PSTAT170 . Tan Ying 1 Year, 9 Months Ago

She's honestly kind of adorable. She genuinely enjoys when someone in the class gets the material, she's a good lecturer. Homework is super doable and her lecture slides are annotated very well.

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PSTAT170 . Tan Ying 1 Year, 10 Months Ago

FOR 160A: Very good and sweet teacher. I came to an office hour 30 minutes after it was done and she was still in there helping people and then helped me. Though the class could be done just by looking at the notes online and showing up to section, she is still a great lecturer. Midterm and Final were easy, just like the notes, and homework.

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PSTAT170 . Tan Ying 1 Year, 11 Months Ago

Overall nice professor, she was new. One quiz was dropped and majority of the later quizzes were fair. Midterm was extremely fair, but the final was rough. She stumbled and made a lot of mistakes during lectures and had to be corrected. Did not learn much in lecture, but overall was a decently fair class. It was her first quarter teaching though.

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PSTAT 160B
0 / 125 Enrolled
Applied Stochastic Processes
V. PALANIAPPAN 2.8
T R
14:00 PM - 15:15 PM
PSTAT 170
0 / 100 Enrolled
Introduction to Mathematical Finance
Tan Ying 4.7
T R
17:00 PM - 18:15 PM
PSTAT 171
0 / 75 Enrolled
Mathematics of Fixed Income Markets
Ruimeng Hu 4.4
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09:30 AM - 10:45 AM
PSTAT 172B
0 / 50 Enrolled
Actuarial Statistics II
Hal Pedersen 2.1
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08:00 AM - 09:15 AM
PSTATW 174
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Time Series
Feldman R
M W F
17:00 PM - 17:50 PM
PSTAT 174
0 / 80 Enrolled
Time Series
Tomoyuki Ichiba 3.8
M W
12:30 PM - 13:45 PM