PSTAT160B
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PSTAT 160B - Applied Stochastic Processes
Full Course Title
Applied Stochastic Processes
Instructor Name(s)
STAFF
Course Description
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.
Unit Value
4
Maximum number of times course can be repeated for additional credit
0
Maximum Units
4
Prerequisites
Programs
PSTAT160B
is a
completion requirement
for: