Stochastic Models for Fin Eng
8:40am–9:55am
PUPIN LABORATORIES PUP 428
Morningside
Seat data provenance: Directory as of August 23, 2026 at 4:00 AM
Description
Lect: 3. This graduate course is only for M.S. Program in Financial Engineering students, offered during the summer session. Review of elements of probability theory, Poisson processes, exponential distribution, renewal theory, Wald’s equation. Introduction to discrete-time Markov chains and applications to queueing theory, inventory models, branching processes
Reviews
Course experience
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Instructor quality
n=5, 2005–2016
Aggregated across every course David D Yao has taught.
Teaching quality
4.5 / 5
Grading fairness
No signal
Workload
No signal
Difficulty
3.5 / 5 · Hard
Overall sentiment
Positive
In your week
Where it meets
Flat map — motion reduced
Workload and grading
- Grading
- Not published
- Format
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- Credits
- 3 credits
Reported workload
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