Electrical Engineering 556:
Stochastic Systems and Finance (3.0 units)
Introductory probability; Markov chains; Martingales and stopping times; Brownian motion; Ito's calculus and formula; Black-Scholes formula; arbitrage pricing and risk neutral measures; options. Prerequisites: EE 441 and EE 464 or EE 465 or EE 503. Recommended preparation: EE 562a or EE 562b or ISE 538.
| Section | Session | Type | Time | Days | Registered | Instructor | Location | Syllabus | Info |
|---|---|---|---|---|---|---|---|---|---|
| 31033R | 048 | Lecture | 11:00-12:20pm | Tue, Thu | 11 of 24 | Rahul Jain | KAP166 | PDF (142298 KB) |   |
| 30871R | 048 | Discussion | TBA | TBA | 9 of 30 | OFFICE | |