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
PasstimeNone
Level LimitLetters and science
CollegeThe lectures were poorly organized, and key concepts were not clearly explained, but his midterm is very difficult. He always talks boring jokes during classes. And he always said he is a "kind" person. DON NOT choose his any class!!!!!!!!!
Prof G makes an effort to engage students, which makes lectures entertaining. However, it is easy to feel lost because he only does proofs during class and gets lost in the weeds of higher level math that is not needed for the course. Lots of HW and gave less than a week's notice for the midterm. Wouldn't recommend.
I do not know where to start. He's an unorganized instructor. He did not specify the midterm date on the syllabus and informed us less than a week before the midterm through a CANVAS ANNOUNCEMENT. He adds additional homework questions to the problem set days before it is due without notice. Confusing lecture with NO examples. Would not recommend.
Lets you bring 2 pages of notes to tests, EXTREMELY, extremely lenient grader, and releases practice problems the night before the exams that are basically exactly the same as the ones on tests. One of the greats, his classes are not fail-able, ignore what everyone says. Just show up to 2 classes: the midterm and final, and you'll pass I promise.
I would say that he is the best professor that I have gotten in the pstat department. He cares so much for the students and he truly wants everyone to succeed and do as well as possible. He took the time to learn the names of the people who attend lecture regularly, and is super passionate about teaching. I'd def take him again. I loved Grigachad.
Didn't know how to pace the course for Summer Session B, so we were told to attend two extra lectures at 7:45 PM during our finals week. High expectations for students' understanding while simultaneously leading disjointed, confusing lectures. Luckily, he's a very lenient grader. He's a good guy, but would avoid in future upper divs.