| Call Number | 14609 |
|---|---|
| Day & Time Location |
MW 2:40pm-3:55pm To be announced |
| Points | 3 |
| Grading Mode | Standard |
| Approvals Required | None |
| Instructor | Antonius B Dieker |
| Type | LECTURE |
| Method of Instruction | In-Person |
| Course Description | Introduction to stochastic processes and models, with emphasis on applications to engineering and management; random walks, gambler’s ruin problem, Markov chains in both discrete and continuous time, Poisson processes, renewal processes, stopping times, Wald’s equation, binomial lattice model for pricing risky assets, simple option pricing; simulation of simple stochastic processes, Brownian motion, and geometric Brownian motion. A specialized version of IEOR E4106 for MSE students. |
| Web Site | Vergil |
| Department | Industrial Engineering and Operations Research |
| Enrollment | 57 students (100 max) as of 6:06PM Thursday, January 2, 2025 |
| Subject | Industrial Engineering and Operations Research |
| Number | E4102 |
| Section | 001 |
| Division | School of Engineering and Applied Science: Graduate |
| Open To | Engineering:Graduate |
| Section key | 20251IEOR4102E001 |