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.

Prerequisites: PSTAT 120B and PSTAT 160A, both a grade of C or better

4

Units

Optional

Grading

1, 2

Passtime

None

Level Limit

Letters and science

College
Unlocks PSTAT 176 PSTAT 276
These majors only finms stsds actsc stsap stats
GRIGORIAN K
Karen GRIGORIAN
2.7
27 reviews
ILP 4103
T
18:00 PM - 18:50 PM
0 / 25

ILP 4105
T
12:00 PM - 12:50 PM
25 / 25 Full

ILP 3207
T
16:00 PM - 16:50 PM
25 / 25 Full

ILP 3316
T
17:00 PM - 17:50 PM
25 / 25 Full

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Fall 2024 . Grigorian K
BUCHN1920
M W
17:00 PM - 18:15 PM
Fall 2024 . Grigorian K
BUCHN1920
M W
17:00 PM - 18:15 PM
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PSTAT 160B Zhu Zimu Spring 2024 Total: 106
PSTAT 160B Mouti S Winter 2024 Total: 73
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27
2.7
PSTAT160B . Grigorian K 24 Days Ago

Good lecturer, very passionate about the subject. Can get bogged down in theoretical concepts, but very fair on how he tests them. Midterm was challenging so gave lots of bonus opportunities and an easy final, gives extra credit to people who participate in class - sit in the front so he know you! Lectures genuinely needed to do well butinteresting

0 helpful 0 unhelpful
PSTAT160B . Grigorian K 24 Days Ago

Homework takes forever, class only covers proofs and unrelated content. Loves to bring in super high-level concepts and introduce you to tons of new notation when it's not necessary. Gives lots of bonuses to people who participate in class but you need to already know his concepts to answer any of the questions, basically an abstract math class.

0 helpful 0 unhelpful
PSTAT160B . Grigorian K 24 Days Ago

Decent lecturer. But if you don't like abstract math, don't take the class, loves to make things theoretical and complicated. Also PARTICIPATION matters a lot - let students remove 1/3 of the final just for participating but you need to read the book before lecture to answer any of his impossible questions. Also lecture is mando for all the proofs

0 helpful 0 unhelpful
PSTAT160B . Grigorian K A Month Ago

Confusing , unorganized lecture ,and heavy homework, taught material way beyond student's ability. he says if you don't participate and answer questions in class you can never get A. He says the MT will be similar to exam but it is much harder. Everything is random and unorganized

0 helpful 0 unhelpful
PSTAT160B . Grigorian K A Month Ago

Bro who thinks he is quite a funny person but found out our midterm grades are more funny to him

1 helpful 0 unhelpful
PSTAT160B . Grigorian K A Month Ago

The 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!!!!!!!!!

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See all 27 reviews
PSTAT 160A
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Karen GRIGORIAN 2.7
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18:30 PM - 19:45 PM
28.5% A
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14:00 PM - 15:15 PM
18.6% A
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11:00 AM - 12:15 PM
48.0% A