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
2.8
17 reviews

Lecture

PSYCH1924
M W
17:00 PM - 18:15 PM
75 / 75 Full

Sections

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
See All
PSTAT 160B Zhu Zimu Spring 2024 Total: 106
PSTAT 160B Mouti S Winter 2024 Total: 73
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17
2.8
PSTAT160B . Grigorian K 14 Days 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!!!!!!!!!

0 helpful 0 unhelpful
PSTAT160B . Grigorian K 26 Days Ago

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.

0 helpful 0 unhelpful
PSTAT160B . Grigorian K 26 Days Ago

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.

0 helpful 0 unhelpful
PSTAT120B . Grigorian K 2 Months Ago

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.

0 helpful 0 unhelpful
PSTAT126 . Grigorian K 2 Months Ago

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.

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PSTAT120B . Grigorian K 2 Months Ago

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.

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PSTAT 160A
75 / 75 Full
Applied Stochastic Processes
Tan Ying 4.6
M W
11:00 AM - 12:15 PM
37.0% A
PSTAT 160A
75 / 75 Full
Applied Stochastic Processes
Palaniappan V
T R
09:30 AM - 10:45 AM
37.0% 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