PSTAT160A
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PSTAT 160A - Applied Stochastic Processes
Full Course Title
Applied Stochastic Processes
Instructor Name(s)
STAFF
Course Description
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.
Unit Value
4
Maximum number of times course can be repeated for additional credit
0
Maximum Units
4