Electrical and Computer Engineering 512:

Stochastic Processes for Financial Engineering (4.0 units)

Theory and applications of stochastic processes relevant to financial engineering. Stochastic processes, Brownian motion, martingales, stochastic calculus, Monte Carlo Simulations with financial application examples.
SectionSessionTypeTimeDaysRegisteredInstructorLocationSyllabusInfo
30893R048Lecture12:30-2:20pmTue, Thu37 of 82George PapavassilopoulosOHE132Word (33984 KB)notesession dates
30769D034Lecture12:30-2:20pmTue, Thu3 of 20George PapavassilopoulosDEN@ViterbiWord (33984 KB)session dates
30873R034Discussion12:00-12:50pmFriday3 of 20DEN@Viterbisession dates
30894R048Discussion12:00-12:50pmFriday37 of 82OHE132session dates
Information accurate as of September 13, 2023 1:50 pm.