Stochastic Processes for Actuarial Science

Subject: 
Actuarial Science (ACTSC)
Catalog number: 
624
Unit weight: 
0.50
Meet type: 
LEC,TUT
Grading basis: 
NUM
Cross-listing(s): 
N/A
Requisites: 
Master of Actuarial Science Students onlyDepartment Consent Required
Description: 
Counting processes; Markov processes and Kolmogorov equations; Brownian motion and geometric Brownian motion; Ito's lemma Monte Carlo simulation.
Topic titles: 
N/A
Faculty: 
Mathematics (MAT)
Academic level: 
GRD
Course ID: 
013397