Systematic study of Markov chains and some of the simpler Markov processes including renewal theory, limit theorems for Markov chains, branching processes, queuing theory, birth and death processes, ...

A practical and accessible introduction to numerical methods for stochastic differential equations is given. The reader is assumed to be familiar with Euler's method for deterministic differential ...

This course is compulsory on the MSc in Financial Mathematics and MSc in Risk and Stochastics. This course is available on the MSc in Applicable Mathematics, MSc in Econometrics and Mathematical ...

Statistics, and real analysis at the undergraduate engineering or mathematics level; graduate level probability and stochastic processes (IEMS 460-1); computer programming in Python; graduate standing ...