ASRM 409

Spring 2020 Part of Term 1

Part of Term 1
Jan 21-May 6

Stochastic Processes for Finance and Insurance

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Credit: 3 OR 4 hours.

An introduction to stochastic processes and their applications to finance and insurance. Topics include conditional probability, conditional expectation, Markov chains, Poisson processes, reliability theory, Brownian motion and elementary introductions to insurance risk theory and option pricing theory.

3 or 4 undergraduate hours. 3 or 4 graduate hours. Prerequisite: ASRM 401 (formerly MATH 408) or MATH 461.

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ASRM 409 class schedule data for spring 2020
	CRN	Type	Section	Time	Day	Location	Instructor	Section Details
	68701	Lecture-Discussion	C13	11:00AM -12:20PM	TR	Lincoln Hall	Song, R	Part of Term: 1 Date Range: 01/21/20-05/06/20 Credit: 3 hours Restriction(s): Restricted to Actuarial Science major(s).
	69393	Lecture-Discussion	C14	11:00AM -12:20PM	TR	Lincoln Hall	Song, R	Part of Term: 1 Date Range: 01/21/20-05/06/20 Credit: 4 hours Restriction(s): Restricted to Graduate - Urbana-Champaign. Restricted to MS:Applied Mathematics -UIUC, MS:App Mth-Actuarial Sci -UIUC, MS:Mathematics -UIUC, or MS: Actuarial Science - UIUC.