Stochastic processes are at the center of probability theory, both from a theoretical and an applied viewpoint. Stochastic processes have applications in many disciplines such as physics, computer ...
We present a stochastic simulation model for estimating forward-looking corporate probability of default and loss given default. We formulate the model in a discrete time frame, apply ...
Fundamental concepts of probability theory; modeling and analysis of systems having random dynamics, and in particular, queueing systems. Homework, exams and problem-solving sessions. This course is a ...
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