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.
4
UnitsOptional
Grading1, 2, 3
PasstimeNone
Level LimitLetters and science
CollegeHad a good time at Professor Palaniappan's class. Prof has an accent but after 2 or 3 classes, you understand him clearly. To pass exams, definitely don't miss lectures - he drops some gems iykyk. Takes time to answer questions after.Very accessible at office hours. Lectures 15-26 slides, easily digestible and all exam material comes from lecture!
VP is a great professor. His lecture notes are super clear and helpful, and he explains concepts well. He's very approachable and always open to questions. You can go to him not just for class help, but also to talk about your future plans. I learned a lot from his class this quarter. If you stay on top of things, the exams are pretty manageable.
Palaniappan is extremely approachable during office hours, explains concepts clearly, and is always willing to help. He replies to emails quick and genuinely wants students to succeed. The exams were decent if you kept up with the material, and the final curve was very generous. I will definitely take his other courses!
Going to class is not helpful at all since the lecture slides are not posted before hand. However, the tests /quizzes are not bad if you teach yourself the lecture slides. There are some proofs but they are on the lecture slides and he will usually give an overview of what is going to be covered on the test.
the worst professor ive had here
Despite the negative reviews, anyone who went to his office hours knows what a nice and helpful guy he is. He answers emails fast, and really wants everyone to succeed. The class was definitely hard and lectures were sometimes confusing, but most of the test questions were doable and the class was heavily curved in the end.