ASRM 409
Spring 2026 Part of Term 1
Jan 20-May 6
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.
| CRN | Type | Section | Time | Day | Location | Instructor | Section Details | |
|---|---|---|---|---|---|---|---|---|
|
69393
|
Lecture-Discussion
|
GR
|
10:30AM
-11:50AM
|
MW
|
156 Henry Administration Bldg
|
Fadina, T
|
|
|
|
68701
|
Lecture-Discussion
|
UG
|
10:30AM
-11:50AM
|
MW
|
156 Henry Administration Bldg
|
Fadina, T
|
|