May 07, 2025  
USC Catalogue 2023-2024 
    
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USC Catalogue 2023-2024 [ARCHIVED CATALOGUE]

EE 512 Stochastic Processes for Financial Engineering

Units: 4
Terms Offered: FaSp
Theory and applications of stochastic processes relevant to financial engineering. Stochastic processes, Brownian motion, martingales, stochastic calculus, Monte Carlo Simulations with financial application examples.
Prerequisite: EE 503  and (EE 441   or EE 510  or EE 518 )
Instruction Mode: Lecture, Discussion
Grading Option: Letter