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
31190R048Lecture5:30-9:20pmFriday54 of 70Osonde OsobaOHE132PDF (52239 KB)session dates
31298D034Lecture5:30-9:20pmFriday7 of 20Osonde OsobaDEN@ViterbiPDF (52239 KB)session dates
31193R048Discussion5:30-6:20pmTuesday53 of 70OHE132session dates
31299R034Discussion5:30-6:20pmTuesday8 of 20DEN@Viterbisession dates
Information accurate as of January 29, 2023 5:14 pm.
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