In this program
- Probability foundations
- Discrete-time processes
- Continuous-time processes
- Applications in finance and engineering
- Computational and statistical methods
Applications in finance and engineering
Stochastic processes · Standard syllabus
Geometric Brownian motion
Objectives
- Geometric Brownian motion
- Black–Scholes (mathematical setup)
- Queueing theory
- Markovian service models
- Filtering
- Kalman filter (introduction)
- Monte Carlo simulation of SDEs
- Risk measures
Study materials
- Study guideComing soon
- Exam StrategyComing soon
- Common MistakesComing soon
- WorksheetsComing soon
- Word problemsComing soon
- Mixed PracticeComing soon
- Multi-Unit ProblemsComing soon
- ReviewComing soon
- Practice testComing soon
- Answer keyComing soon
Interactive practice
Quizzes, typed answers, and flashcards for this unit — coming soon.
- Coming soon
Quiz
Multiple-choice questions with instant feedback
- Coming soon
Typed practice
Type answers and check them
- Coming soon
Flashcards
Vocabulary and key facts
- Coming soon
Mixed quiz
Harder mixed review for this standard