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

0 / 40 Enrolled

Applied Stochastic Processes

V. PALANIAPPAN 3.0

M T W R

14:00 PM - 15:05 PM

39.7% A