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
2.9
49 reviews
AI predicted, based on past grading trends of the course and instructor, class info, and 127 other factors
ILP 4103
T
18:00 PM - 18:50 PM
0 / 25

ILP 4105
T
12:00 PM - 12:50 PM
29 / 30

ILP 3207
T
16:00 PM - 16:50 PM
29 / 30

ILP 3316
T
17:00 PM - 17:50 PM
30 / 30 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 Grigorian K Winter 2025 Total: 76
PSTAT 160B Grigorian K Fall 2024 Total: 86
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49
2.9
PSTAT160B . Grigorian K 18 Days Ago

10+ hours of hw each week, last-minute midterm project idea change, mystries bonus point to face he recognize, randomly use the last 10 mintes of class to cover some ph.D. level topics:) Yah, he might not be the best professor you take, but the cheapist(maybe not) and most nearest-to-your-dorm(100%) 1rcus porformer in your boring 4-year service.

0 helpful 0 unhelpful
PSTAT160B . Grigorian K A Month Ago

this prof cheeks

1 helpful 0 unhelpful
PSTAT160B . Grigorian K 11 Months Ago

Really kind professor. He's a fair grader, and make sure you attend class (even if you don't participate) so that he knows who you are. Clear grading criteria, lots of opportunities for extra points and reduce the weight of your midterm and final by doing optional projects

0 helpful 0 unhelpful
PSTAT160B . Grigorian K 1 Year, 7 Days Ago

Dr. Grigorian is super engaging, time flies in lecture. The lecture material is really difficult, impossible to understand in lecture and incredibly difficult to understand after, but the exams are easier and more comparative to textbook material. He randomly takes attendance and also grades on participation. Textbook is a must to read.

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PSTAT160B . Grigorian K 1 Year, 3 Months 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

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PSTAT160B . Grigorian K 1 Year, 3 Months 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.

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