PSTAT 160A - Applied Stochastic Processes

Discrete probability models. Review of discrete and continuous probability. Conditional expectations. Simulation techniques for random variables. Discrete time stochastic processes: random walks and Markov chains with applications to Monte Carlo simulation and mathematical finance. Introduction to Poisson process.

Prerequisites: Mathematics 4A or 4AI or 5A, Mathematics 8 or PSTAT 8, and PSTAT 120A. A minimum letter grade of C or better must be earned in each course.

PSTAT 160A

75 / 75 Full

Applied Stochastic Processes

V. PALANIAPPAN 3.0

T R

09:30 AM - 10:45 AM

37.0% A

PSTAT 160A

125 / 125 Full

Applied Stochastic Processes

Tan Ying 4.7

M W

11:00 AM - 12:15 PM

37.0% A