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확률 과정(으)로 돌아가기

국립 연구 고등 경제 대학의 확률 과정 학습자 리뷰 및 피드백

132개의 평가
42개의 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 42개 리뷰 중 26~42

교육 기관: Zhang Y

May 04, 2019

교육 기관: Rishab K

Apr 06, 2019

교육 기관: maraka d r

Apr 10, 2019

교육 기관: 周晓迪

Jul 04, 2019

교육 기관: 丁渝洲

Jul 09, 2019

교육 기관: Shyam S

May 21, 2019

교육 기관: Charles R

Sep 14, 2019

교육 기관: peng l

Aug 28, 2019

교육 기관: 韩

Nov 27, 2018

교육 기관: Dmitry

Nov 13, 2018

교육 기관: Leandro S P

Dec 29, 2018

교육 기관: Luan S d B

Aug 02, 2019

교육 기관: 周昊晟

Aug 09, 2019

교육 기관: Meilu L

Oct 25, 2018

교육 기관: Chen N

Jan 05, 2019

교육 기관: yash

Jun 03, 2019

교육 기관: Long Y

Jun 15, 2018