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A Gentle Introduction to Stochastic Processes

Course offered by : Jeffrey K Said

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Course Id: 775


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Details


We will get our feet wet with a deep dive into the methods of random processes which can be used to model radar signals, earthquakes, gambling and of course the stock market. 

We will be able to describe the main models, analyse them, and apply them to certain scenarios and problems. This would cover most of the basic topics in a university level stochastic processes course.

Topics covered / Highlights


We will cover the following main topics:

1. Random Processes

2. Discrete Markov Chains 

3. Continuous Markov Chains

4. Poisson Processes

5. Martingales

6. Brownian Motion

Who can attend this ?


Anyone interested in modelling random phenomena, the stock market, probability and mathematics, or science enthusiasts. 

Pre requisites


  • The basics of Calculus I & II, as well as Probability.
  • In particular, you should be familiar with derivatives, integration, series, expectation, basic distributions
  • If you are interested but lack this - please get in touch, and I will see if we can get you up to speed beforehand. 

What am I going to get from this Class ?


After this course, you will have good grounding to model a range of random processes, (eg the stock market) have the basics to move on to topics like option pricing and quantitative finance, be comfortable solving problems involving stochastic process applied to a range of real world examples. 

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Trainer Profile


Jeffrey K Said

PhD Mathematics & Finance

My students range from high school to PhD level in NYC, London, Cambridge, (UK) and Johannesburg. In particular I know how to deal with key problem areas. (lack of confidence, memorisation techniques) I have taught calculus, financial math, linear algebra at Columbia University where I got my PhD....


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