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확률 과정(으)로 돌아가기

국립 연구 고등 경제 대학의 확률 과정 학습자 리뷰 및 피드백

297개의 평가
77개의 리뷰

강좌 소개

The purpose of this course is to equip students with theoretical knowledge and practical skills, which are necessary for the analysis of stochastic dynamical systems in economics, engineering and other fields. More precisely, the objectives are 1. study of the basic concepts of the theory of stochastic processes; 2. introduction of the most important types of stochastic processes; 3. study of various properties and characteristics of processes; 4. study of the methods for describing and analyzing complex stochastic models. Practical skills, acquired during the study process: 1. understanding the most important types of stochastic processes (Poisson, Markov, Gaussian, Wiener processes and others) and ability of finding the most appropriate process for modelling in particular situations arising in economics, engineering and other fields; 2. understanding the notions of ergodicity, stationarity, stochastic integration; application of these terms in context of financial mathematics; It is assumed that the students are familiar with the basics of probability theory. Knowledge of the basics of mathematical statistics is not required, but it simplifies the understanding of this course. The course provides a necessary theoretical basis for studying other courses in stochastics, such as financial mathematics, quantitative finance, stochastic modeling and the theory of jump - type processes. Do you have technical problems? Write to us:

최상위 리뷰


Sep 14, 2019

This was helpful but I still feel I don't understand stochastic processes. Folks taking this course should know that it's pretty tough, compared to most Coursera courses.


Sep 23, 2019

Great course! The subject material was well covered and it gave me the tools to tackle more advanced stochastic, like population dynamics or quantitative finance.

필터링 기준:

확률 과정의 77개 리뷰 중 26~50

교육 기관: puneet g

Apr 16, 2020

Vladimir did a wonderful job. Your course is too good. Request to add more practical problems.

교육 기관: Shyam S

May 21, 2019

This course has less number of quiz questions but sufficient and well designed questions.

교육 기관: Wayner S K

Jul 25, 2020

An interesting and formal presentation of the content, with a comprehensive language.

교육 기관: Zororo M

Dec 01, 2018

Well presented course. I enjoyed it and was challenged a great deal. Thank you.

교육 기관: Rohit M

Jun 30, 2020

Excellent course on stochastic processes. Very well explained and illustrated.

교육 기관: Harry A H

May 25, 2020

Excellent course, maybe too ambitious to discuss so many things in one course.

교육 기관: Бессонов И О

Jun 27, 2020

It is a great theoretical course. But not enough illustrations and examples.

교육 기관: Steve E J

Aug 09, 2020

Excellent Professor. One of the best professors I have ever come across.

교육 기관: Amir B

May 18, 2020

It was a great course but could be better with more practice problems

교육 기관: 丁渝洲

Jul 09, 2019


교육 기관: Zhang Y

May 04, 2019

This is an excellent course and the videos are very good.

교육 기관: Rajitha R

Aug 05, 2020

Thank you for providing an excellent resource.

교육 기관: Juan P U M

Jan 12, 2020

Excellent course. Challenging and enriching.

교육 기관: SHIVAJI C M 1

Jun 07, 2020

The course is very helpful and informative.

교육 기관: shishir

Apr 19, 2020

Rigorous. Mr Panov is very good!

교육 기관: Dariusz

Jun 20, 2018

Great mathematical formulation!

교육 기관: Troy W

May 02, 2018

Please, make quiz free

교육 기관: Daniel H M

Jun 09, 2018

Really recommendable.

교육 기관: Zhen X

Jul 31, 2020

Very solid course!

교육 기관: Yifan G

Jan 13, 2020


교육 기관: Gyan V K

Jun 06, 2020

it was very good


Jun 25, 2018

amazing course

교육 기관: Mirco P

Dec 04, 2019

Great course

교육 기관: Rishab K

Apr 06, 2019

Loved it.

교육 기관: Liam B

Feb 27, 2019

Very Good