Search Results
STAT GU4264 STOCHASTC PROCSSES-APPLIC. 3 points.
Prerequisites: STAT GU4203. STAT GU4207 is recommended. Basics of continuous-time stochastic processes. Wiener processes. Stochastic integrals. Ito's formula, stochastic calculus. Stochastic exponentials and Girsanov's theorem. Gaussian processes. Stochastic differential equations. Additional topics as time permits.
|
Fall 2022: STAT GU4264
| |||||
| Course Number | Section/Call Number | Times/Location | Instructor | Points | Enrollment |
|---|---|---|---|---|---|
| STAT 4264 | 001/13810 | M W 4:10pm - 5:25pm Room TBA |
Ioannis Karatzas | 3 | 5/35 |
| STAT 4264 | 002/13811 | M W 6:10pm - 7:25pm Room TBA |
Lars Nielsen | 3 | 1/35 |
Statistics
Barnard College
http://bulletin.columbia.edu/barnard-college/courses-instruction/statistics/
The Statistics Department Office: 1005 School of Social Work (1255 Amsterdam Avenue); 212-851-2132 http://www.stat.columbia.edu
Statistics
General Studies
http://bulletin.columbia.edu/general-studies/majors-concentrations/statistics/
The Statistics Department Office: 1005 School of Social Work (1255 Amsterdam Avenue); 212-851-2132 http://www.stat.columbia.edu
Statistics
Columbia College
http://bulletin.columbia.edu/columbia-college/departments-instruction/statistics/
...on STAT GU4262 Stochastic Processes for Finance , STAT GU4264 STOCHASTC PROCSSES-APPLIC , or STAT GU4265...