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  • PSTAT 160B

    • Applied Stochastic Processes . PSTAT 160B

    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.

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    Prerequisites: MATH 4B, PSTAT 120B, and PSTAT 160A with 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
    Instructors
    SHKOLNIK A D
    Alexander Shkolnik
    3.7
    15 reviews
    Predicted Grading Distribution
    AI predicted, based on past grading trends of the course and instructor, class info, and 127 other factors
    Lecture
    HFH 1104
    M W
    17:00 PM - 18:15 PM
    0 / 150
    Sections
    BUCHN1934
    R
    12:00 PM - 12:50 PM
    0 / 25
    ILP 4209
    R
    13:00 PM - 13:50 PM
    0 / 25
    GIRV 1112
    R
    14:00 PM - 14:50 PM
    0 / 25
    ILP 4211
    R
    15:00 PM - 15:50 PM
    0 / 25
    ILP 3211
    R
    16:00 PM - 16:50 PM
    0 / 25
    ILP 3207
    R
    17:00 PM - 17:50 PM
    0 / 25
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    Enrollment Trends
    Past Enrollment Trends (12)
    See All
    Spring 2025 . Shkolnik A D
    CHEM 1171
    M W
    14:00 PM - 15:15 PM
    Winter 2024 . Mouti S
    HSSB 1173
    M W
    17:00 PM - 18:15 PM
    Grading Trends (36)
    See All
    PSTAT 160B Shkolnik A D Spring 2025 Total: 116
    PSTAT 160B Shkolnik A D Winter 2023 Total: 81
    Rate My Professors
    See All
    15
    3.7
    PSTAT160B . Shkolnik A D 1 Year, 4 Months Ago

    50% of the grade is hmwk, it's hard but it's all in a group, midterm was tuff, final group project was chill. honestly a chill professor and very accessible outside of class. would def recommend taking him. the content is difficult but if you get over an 80% in the class, you get an A. he's also funny which is a plus.

    0 helpful 0 unhelpful
    PSTAT160B . Shkolnik A D 3 Years Ago

    The course is very difficult, but Alex taught it in the most engaging and understandable way possible. Homework is hard but fair. Quizzes and midterm are difficult but manageable if you actually do the homework instead of freeloading off your groupmates. Reach out to him on Discord or during office hours. He will go out of his way to help you.

    1 helpful 0 unhelpful
    PSTAT160B . Shkolnik A D 3 Years Ago

    Best professor ive had. Alex feels like a real human being instead of just a lecturer. Grade is heavy on group HW which get pretty difficult. VERY accessible outside of class and very approachable. Works hard to give us extra resources (writing extra practice exams/extra credit) You can tell he loves what he does & wants us to enjoy class & succeed

    2 helpful 0 unhelpful
    PSTAT160B . Shkolnik A D 3 Years Ago

    Very generous grading scheme, 60% hmwk, 25% midterm and 15% final project, 80% overall and above for an A. The hmwk is all in a group, but they're all incredibly hard. Super accessible outside of class, the man lives on discord and is very helpful. Good and chill lectures, tons of extra credit. Overall prolly my fave stats professor so far, big fan

    2 helpful 0 unhelpful
    PSTAT160B . Shkolnik A D 3 Years Ago

    Very accessible outside class. Super lenient grading, easy A if you put in efforts. You can tell Alex really cares about students, and unlike most professors, he will actually spend hours outside the class, writing additional practice midterms, answering questions on discord. Overall pretty good professor. He deserves a 5.

    2 helpful 0 unhelpful
    PSTAT160B . Shkolnik A D 4 Years Ago

    Pros: 1)Great Lectures 2)Lenient Grading(curve) 3)Nice & Understanding 4)Take Home Midterm(but not final) 5)EC Opportunity Cons: 1)HWs are group works, very heavy. Some ppl are lazy cuz you share the same grade. 2)Take home midterm. It's kinda hard but doable. Final is extremely hard and I got like only 40%. Best Prof. Hardest Course. Love him!

    0 helpful 0 unhelpful
    See all 15 reviews
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