PSTAT 160A: STOCHASTIC PROCESS

University of California, Santa Barbara

Discrete probability models. Review of discrete and continuous probability. Conditional expectations. Simulation techniques for random variables. Disc rete time stochastic processes: random walks and Markov chains with applica tions to Monte Carlo simulation and mathematical finance. Introduction to P oisson process.

Average GPA: 3.02

Grade distribution records: 5,138 students across 41 terms.

Grade distribution

GradeStudentsPercent
A+2655.2%
A1,10821.6%
A-65512.7%
B+67613.2%
B68213.3%
B-4488.7%
C+3777.3%
C3747.3%
C-1232.4%
D+681.3%
D1593.1%
D-280.5%
F1753.4%

Based on 5,138 student grade records across 41 terms and 21 professors.

Instructors

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