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
31190R048Lecture10:00-11:50amMon, Wed40 of 45George PapavassilopoulosOHE100CWord (37992 KB)session dates
31298D034Lecture10:00-11:50amMon, Wed3 of 10George PapavassilopoulosDEN@ViterbiWord (37992 KB)session dates
31193R048Discussion10:00-10:50amFriday40 of 45OHE100Csession dates
31299D034Discussion10:00-10:50amFriday3 of 10DEN@Viterbisession dates
Information accurate as of January 19, 2024 5:02 pm.