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확률 과정(으)로 돌아가기

국립 연구 고등 경제 대학의 확률 과정 학습자 리뷰 및 피드백

320개의 평가
84개의 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 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.


Apr 16, 2020

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

필터링 기준:

확률 과정의 85개 리뷰 중 76~85

교육 기관: Pravindra K

Aug 24, 2020

Good course to learn

교육 기관: akash s

Jun 04, 2020

hard course

교육 기관: CHIA-WEI L

Jul 23, 2020


교육 기관: Johnnie R P

Jun 23, 2020


교육 기관: Chen N

Jan 05, 2019

Nice course :) But it takes time to be adopted to the teaching style...

교육 기관: Hemant T

Aug 13, 2020

more sums are required that needed to be explained

교육 기관: yash

Jun 03, 2019

mediocre explanation and lack of exercise.

교육 기관: Meilu L

Oct 25, 2018

It is difficult to understand

교육 기관: Omar S

Apr 14, 2020

It is very dry math. Sometimes, the symbols just come out of no where. I was hoping for something for oriented towards applications, and some computational approach to the topic.

교육 기관: Manav A

Jul 11, 2020

course doesn't provide adequate intuition of the subject matter which is very crucial for it,