Stochastic processes are at the center of probability theory, both from a theoretical and an applied viewpoint. Stochastic processes have applications in many disciplines such as physics, computer ...

Optimal stopping problems constitute a pivotal area in applied mathematics and statistics, where the objective is to determine the most opportune moment to terminate a stochastic process in order to ...

Ivan Bajic (ibajic at ensc.sfu.ca) Office hours: Monday and Wednesday, 13:00-14:00 online (Zoom, see the link in course materials) Introduction to the theories of probability and random variables, and ...

This course is compulsory on the MSc in Quantitative Methods for Risk Management. This course is available on the MSc in Econometrics and Mathematical Economics, MSc in Financial Mathematics, MSc in ...

This is a graduate-level course focused on techniques and models in modern discrete probability. Topics include: the first and second moment methods, martingales, concentration inequalities, branching ...