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
Tan Ying
4.6
5 reviews

Lecture

HSSB 1173
M W
11:00 AM - 12:15 PM
75 / 75 Full

Sections

PHELP2514
R
15:00 PM - 15:50 PM
25 / 25 Full
ILP 3207
R
16:00 PM - 16:50 PM
25 / 25 Full
ILP 3310
R
17:00 PM - 17:50 PM
25 / 25 Full
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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
See All
PSTAT 160A Tan Ying Spring 2024 Total: 99
PSTAT 160A Tan Ying Winter 2024 Total: 74
5
4.6
PSTAT170 . 15 Days Ago

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

0 helpful 0 unhelpful
PSTAT170 . A Month Ago

Easy course if you follow her lecture!

0 helpful 0 unhelpful
PSTAT170 . 6 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 . 7 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 . 9 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 160A
75 / 75 Full
Applied Stochastic Processes
Palaniappan V
T R
09:30 AM - 10:45 AM
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
52 / 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