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.
| Section | Session | Type | Time | Days | Registered | Instructor | Location | Syllabus | Info |
|---|---|---|---|---|---|---|---|---|---|
| 31190R | 048 | Lecture | 5:30-9:20pm | Friday | 54 of 70 | Osonde Osoba | OHE132 | PDF (52239 KB) |  |
| 31298D | 034 | Lecture | 5:30-9:20pm | Friday | 7 of 20 | Osonde Osoba | DEN@Viterbi | PDF (52239 KB) | |
| 31193R | 048 | Discussion | 5:30-6:20pm | Tuesday | 53 of 70 | OHE132 | | ||
| 31299R | 034 | Discussion | 5:30-6:20pm | Tuesday | 8 of 20 | DEN@Viterbi | |