Stochastic Modelling - Course Notes & Examples
The 4-year degree I am studying for is Bachelor of Science in Financial Mathematics. These notes were part of my 3rd-year module, Stochastic Modelling.. The course built on a previous modules on Probability. The course covered the topics: Stochastic Processes, Time-Homogeneity, Markov Chains, Transition Matrices, Random Walks, Stationary Distributions, Probability States, Classes, Periods, Markov Jump Processes, Kolmogorov Equations, Jump & Holding Times.. These notes are ideal for anyone studying probability at an intermediate to advanced level. The notes themselves are not a "copy and paste of the course content. Included in the notes are definitions of all terms in the course, a summary of all theorems with proofs and are complete with examples of questions that you may see in exams with full solutions. I achieved 71 in this module.
Written for
- Institution
- Dublin City University
- Module
- Stochastic Modelling (MS308)
Document information
- Uploaded on
- July 12, 2021
- Number of pages
- 49
- Written in
- 2020/2021
- Type
- Lecture notes
- Professor(s)
- Martin venker
- Contains
- All classes
Subjects
-
undergraduate
-
financial maths
-
financial mathematics
-
math
-
maths
-
mathematics
-
stochastic
-
modelling
-
stochastic modelling
-
probabililty
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