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Statistics & Applied Probability - PSTAT

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


PSTAT 160B
8 / 75 Enrolled
Applied Stochastic Processes
V. PALANIAPPAN 3.7
T R
18:30 PM - 19:45 PM
49.7% A