Fall 2024
STOCHASTIC MODELS FOR FIN ENG
, 3 pts, E4701STOCHASTIC MODELS FOR FIN
This graduate course is only for M.S. Program in Financial Engineering students, offered during the summer session. Review of elements of probability theory, Poisson processes, exponential distribution, renewal theory, Wald’s equation. Introduction to discrete-time Markov chains and applications to queueing theory, inventory models, branching processes.
STOCHASTIC MODELS FOR FIN
This graduate course is only for M.S. Program in Financial Engineering students, offered during the summer session. Review of elements of probability theory, Poisson processes, exponential distribution, renewal theory, Wald’s equation. Introduction to discrete-time Markov chains and applications to queueing theory, inventory models, branching processes.
- Section Number
- 001
- Call Number
- 14557
- Day, Time & Location
- MW 1:10PM-2:25PM 501 Northwest Corner Building
- Instructor
- David D Yao