Nov 22, 2024  
2016-2017 Academic Catalog 
    
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2016-2017 Academic Catalog [Published Catalog]

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MACT 406/4212 - Stochastic Processes (3 cr.)


Prerequisites
    or   

Description
Introduction to stochastic process, discrete time Markov chain, Poisson process, Compound Poisson Processes and Renewal Processes, continuous-time Markov Chain, Transition probabilities and limiting behavior for Markov Chains, Martingales, Brownian Motion, applications in finance and insurance.

When Offered
Offered once a year.


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