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.
- Prerequisite: EE 503 and 1 from (EE 441 or EE 510 or EE 518)
- Note: Register for lecture and discussion
| Section | Session | Type | Time | Days | Registered | Instructor | Location | Syllabus | Info |
|---|---|---|---|---|---|---|---|---|---|
| 30893R | 048 | Lecture | 12:30-2:20pm | Tue, Thu | 37 of 82 | George Papavassilopoulos | OHE132 | Word (33984 KB) |   |
| 30769D | 034 | Lecture | 12:30-2:20pm | Tue, Thu | 3 of 20 | George Papavassilopoulos | DEN@Viterbi | Word (33984 KB) | |
| 30873R | 034 | Discussion | 12:00-12:50pm | Friday | 3 of 20 | DEN@Viterbi | | ||
| 30894R | 048 | Discussion | 12:00-12:50pm | Friday | 37 of 82 | OHE132 | |