Overview
Introduction to stochastic processes, that is, processes that evolve over time such as price fluctuations of a stock. The course emphasises theory and applications, and covers discrete- and continuous-time Markov chains, Poisson processes and Brownian motion.
Conditions for Enrolment
Prerequisite: (MATH2501 or MATH2601) and (MATH2011 or MATH2111) and (MATH2801 or MATH2901)
Delivery
Fully online - Standard (usually weekly or fortnightly)
Course Outline
To access course outline please visit below link (Please note that access to UNSW Canberra course outlines requires VPN):
Fees
Type | Amount |
---|---|
Commonwealth Supported Students (if applicable) | $516 |
Domestic Students | $6330 |
International Students | $6330 |
Pre-2019 Handbook Editions
Access past handbook editions (2018 and prior)