5/19/2024 -- Intermediate 1A: Week 8: Random Walks and Modern FinanceClass Logistics: We will meet from 4 to 6 pm at Math Sciences 6221. Class Plan: We will start with a review on conditional probability, followed by an introduction to random walks and the Markov property. Finally, we will explore applications of the probability concepts we have studied to modern finance. Required Resources: Pencils, eraser, and scratch paper. Homework Due: Finish all problems through Section 4 on last week's handout. Homework Assigned: None. Contact Information: Please reach out to Siddarth Chalasani at darthsid2000@ucla.edu if you have any questions, comments or concerns! |
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