Probability Theory for FE (FE540)

Khaldoun Khashanah  
Instructor:

Khaldoun Khashanah 

 
Topics include discrete and continuous distributions, multivariate probability, transformations, pattern appearance, moment generating functions, Laws of large numbers, Markov chains and diffusion processes, prices in markets as random variables and processes, filtrations and information. Applications target financial engineering examples.

The WebCampus learning environment forces students to apply themselves. That’s what I like about it. Accountability is at its highest in Stevens’ WebCampus."
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