Probability Theory for FE (FE540)

Khaldoun Khashanah  
Instructor:

Khaldoun Khashanah 

 
Topics include discrete and continuous distributions, multivariate probability, transformations, pattern appearance, moment generating functions, Laws of large numbers, Markov chains and diffusion processes, prices in markets as random variables and processes, filtrations and information. Applications target financial engineering examples.

I encourage all who seek formal education to take online courses from Stevens Institute of Technology. It is not for the inactive participant who seeks only to soak up the knowledge. The courses challenge you to step up and contribute effectively."
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