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 2.9

M W

09:30 AM - 10:45 AM

38.9% A

PSTAT 160A

75 / 75 Full

Applied Stochastic Processes

V. PALANIAPPAN 2.9

M W

14:00 PM - 15:15 PM

38.9% A