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
Unlocks PSTAT 176 PSTAT 276 PSTAT 170
These majors only finms stsds actsc stsap stats
PALANIAPPAN V
No info found

Lecture

HSSB 1173
T R
09:30 AM - 10:45 AM
75 / 75 Full

Sections

ILP 4211
R
11:00 AM - 11:50 AM
25 / 25 Full
ILP 4107
R
12:00 PM - 12:50 PM
25 / 25 Full
ILP 3316
R
13:00 PM - 13:50 PM
25 / 25 Full
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Fall 2024 . Palaniappan V
HSSB 1173
M W
17:00 PM - 18:15 PM
Fall 2024 . Palaniappan V
BUCHN1920
M W
14:00 PM - 15:15 PM
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PSTAT 160A Tan Ying Spring 2024 Total: 99
PSTAT 160A Tan Ying Winter 2024 Total: 74
See All
PSTAT 160A
75 / 75 Full
Applied Stochastic Processes
Tan Ying 4.6
M W
11:00 AM - 12:15 PM
37.0% A
PSTAT 160B
75 / 75 Full
Applied Stochastic Processes
Karen GRIGORIAN 2.8
M W
17:00 PM - 18:15 PM
48.4% A
PSTAT 170
75 / 75 Full
Introduction to Mathematical Finance
Michael Ludkovski 3.3
T R
11:00 AM - 12:15 PM
33.6% A
PSTAT 171
75 / 75 Full
Mathematics of Fixed Income Markets
Karen GRIGORIAN 2.8
M W
18:30 PM - 19:45 PM
28.5% A
PSTAT 172A
55 / 75 Enrolled
Actuarial Statistics I
Hal Pedersen 2.1
T R
14:00 PM - 15:15 PM
18.6% A
PSTAT 174
80 / 80 Full
Time Series
Tomoyuki Ichiba 3.8
T R
11:00 AM - 12:15 PM
48.0% A
PSTATW 174
80 / 80 Full
Time Series
Feldman R
38.5% A