Fall 2022
STOCHASTIC MODELS FOR FIN ENG
, 3 pts, E4701STOCHASTIC MODELS FOR FIN ENG
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
- 11691
- Day, Time & Location
- TR 10:10AM-11:25AM 833 Seeley W. Mudd Building
- Instructor
- David D Yao